-26.7%
DT vs NI
+94.6%
-121.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -2.5% | -0.6% | -2.0% | -2.5% |
| 30D | +3.5% | -1.4% | +4.9% | +3.7% |
| 3M | +26.7% | -10.6% | +37.3% | +28.8% |
| 6M | +36.1% | -9.9% | +46.0% | +37.8% |
| YTD | +18.6% | +1.2% | +17.5% | +16.8% |
| 1Y | +7.9% | +4.4% | +3.5% | +5.3% |
| 3Y | +8.6% | +68.6% | -60.0% | -4.8% |
| 5Y | -26.7% | +98.0% | -124.7% | -37.7% |
| All | -26.7% | +94.6% | -121.3% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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