+115.6%
DT vs SNY
+37.2%
+78.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.5% | -3.6% | +1.1% | -1.4% |
| 30D | +3.5% | -1.9% | +5.5% | +4.1% |
| 3M | +26.7% | -2.0% | +28.7% | +27.2% |
| 6M | +36.1% | +2.5% | +33.6% | +34.2% |
| YTD | +18.6% | -7.0% | +25.6% | +20.4% |
| 1Y | +7.9% | -4.4% | +12.3% | +8.1% |
| 3Y | +8.6% | -8.4% | +17.0% | +6.9% |
| 5Y | -26.7% | +9.5% | -36.2% | -35.8% |
| All | +115.6% | +37.2% | +78.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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