-36.6%
DT vs SRE
+51.3%
-88.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +3.1% | +1.8% | +1.4% | +2.8% |
| 30D | -29.5% | -3.0% | -26.5% | -29.1% |
| 3M | -11.7% | -7.3% | -4.5% | -10.5% |
| 6M | +29.0% | -11.9% | +40.9% | +31.9% |
| YTD | +3.4% | -7.9% | +11.2% | +4.0% |
| 1Y | -4.2% | -11.1% | +6.9% | -2.7% |
| 3Y | -12.8% | +24.8% | -37.6% | -23.0% |
| All | -36.6% | +51.3% | -88.0% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling