-28.4%
DT vs SPXU
-85.9%
+57.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +1.2% |
| 7D | -0.5% | +1.3% | -1.8% | +0.1% |
| 30D | +0.1% | +5.1% | -5.1% | +2.4% |
| 3M | +24.1% | -9.1% | +33.2% | +20.1% |
| 6M | +30.1% | -29.6% | +59.7% | +14.0% |
| YTD | +16.8% | -27.7% | +44.4% | +4.3% |
| 1Y | -0.1% | -37.0% | +36.9% | -15.3% |
| 3Y | +6.8% | -80.2% | +87.0% | -40.1% |
| 5Y | -28.4% | -86.0% | +57.6% | -54.8% |
| All | -28.4% | -85.9% | +57.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling