-5.7%
DT vs SRE
-7.5%
+1.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -1.4% |
| 7D | -25.5% | -2.1% | -23.4% | -26.0% |
| 30D | -22.3% | +6.1% | -28.4% | -20.7% |
| 3M | +2.3% | -3.5% | +5.9% | +1.4% |
| 6M | +20.7% | -10.8% | +31.5% | +17.5% |
| YTD | +7.9% | -4.0% | +11.9% | +7.4% |
| 1Y | -5.7% | -7.7% | +1.9% | -6.4% |
| All | -5.7% | -7.5% | +1.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling