-26.2%
DT vs MKTX
-60.5%
+34.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +3.0% | +0.7% | +2.3% | +2.8% |
| 3M | +26.5% | +40.8% | -14.3% | +12.6% |
| 6M | +35.9% | -8.0% | +43.9% | +38.9% |
| YTD | +17.8% | -8.7% | +26.6% | +20.5% |
| 1Y | +4.1% | -11.8% | +15.9% | +7.3% |
| 3Y | +5.3% | -24.0% | +29.3% | +7.0% |
| All | -26.2% | -60.5% | +34.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling