-12.8%
DT vs SEI
+684.3%
-697.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.2% |
| 7D | +3.1% | +10.5% | -7.3% | +2.7% |
| 30D | -29.5% | -8.0% | -21.5% | -29.5% |
| 3M | -11.7% | +6.7% | -18.5% | -12.4% |
| 6M | +29.0% | -17.0% | +46.0% | +29.2% |
| YTD | +3.4% | +39.7% | -36.3% | -1.1% |
| 1Y | -4.2% | +43.2% | -47.4% | -8.8% |
| 3Y | -12.8% | +676.3% | -689.2% | -23.8% |
| All | -12.8% | +684.3% | -697.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 3y: compounded portfolio wealth divided by compounded SEI 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…
3y analysis · Full analysis span regression · 6 months rolling