+110.9%
DT vs SIRI
-43.5%
+154.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -4.9% | +4.3% | -9.1% | -5.8% |
| 30D | +2.7% | -2.8% | +5.5% | +3.1% |
| 3M | +20.0% | +5.9% | +14.1% | +18.3% |
| 6M | +28.0% | +31.9% | -3.9% | +20.1% |
| YTD | +16.0% | +48.7% | -32.6% | +5.8% |
| 1Y | +0.7% | +23.2% | -22.5% | -4.7% |
| 3Y | +6.2% | -23.9% | +30.1% | +6.1% |
| 5Y | -28.1% | -43.4% | +15.3% | -24.5% |
| All | +110.9% | -43.5% | +154.3% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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