+4.3%
DT vs SRE
+30.8%
-26.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | +0.1% | +0.8% | -0.8% | -0.1% |
| 3M | +24.1% | -5.8% | +29.9% | +24.8% |
| 6M | +30.1% | -7.8% | +37.9% | +31.0% |
| YTD | +16.8% | -2.4% | +19.1% | +16.2% |
| 1Y | -0.1% | +8.9% | -9.0% | -3.1% |
| All | +4.3% | +30.8% | -26.5% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling