+117.6%
DT vs SEI
+418.3%
-300.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.1% | -1.9% |
| 7D | -3.3% | +10.2% | -13.5% | -4.2% |
| 30D | +2.0% | -1.0% | +3.1% | +1.9% |
| 3M | +20.0% | -27.9% | +47.9% | +22.5% |
| 6M | +39.3% | +10.4% | +28.9% | +34.8% |
| YTD | +19.8% | +20.1% | -0.4% | +14.0% |
| 1Y | +4.3% | +109.7% | -105.4% | -8.3% |
| 3Y | +7.7% | +458.6% | -450.9% | -22.0% |
| 5Y | -26.8% | +775.3% | -802.1% | -52.1% |
| All | +117.6% | +418.3% | -300.7% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling