+7.9%
DT vs SRE
+7.5%
+0.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.3% |
| 7D | -2.5% | -0.7% | -1.9% | -2.7% |
| 30D | +3.5% | -1.7% | +5.3% | +3.3% |
| 3M | +26.7% | -7.1% | +33.8% | +24.7% |
| 6M | +36.1% | -8.4% | +44.5% | +33.6% |
| YTD | +18.6% | -3.5% | +22.2% | +17.4% |
| 1Y | +7.9% | +5.4% | +2.5% | +8.6% |
| All | +7.9% | +7.5% | +0.4% | +8.6% |
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