-43.0%
DT vs S
-67.4%
+24.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -24.7% | -13.4% | -11.3% | -20.6% |
| 30D | -27.4% | -14.0% | -13.4% | -23.4% |
| 3M | -11.1% | +4.9% | -16.0% | -13.7% |
| 6M | +13.7% | +42.0% | -28.3% | -1.9% |
| YTD | +0.2% | +45.1% | -44.9% | -14.4% |
| 1Y | -5.7% | +33.1% | -38.8% | -17.5% |
| 3Y | -8.1% | +40.6% | -48.8% | -27.8% |
| All | -43.0% | -67.4% | +24.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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