-8.1%
DT vs SPG
+124.5%
-132.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -24.7% | +4.9% | -29.6% | -25.7% |
| 30D | -27.4% | +15.6% | -43.0% | -30.4% |
| 3M | -11.1% | +4.1% | -15.2% | -12.2% |
| 6M | +13.7% | +13.6% | +0.1% | +9.1% |
| YTD | +0.2% | +27.5% | -27.3% | -8.5% |
| 1Y | -5.7% | +32.2% | -37.9% | -15.2% |
| 3Y | -8.1% | +126.0% | -134.1% | -26.7% |
| All | -8.1% | +124.5% | -132.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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