+117.6%
DT vs SRE
+56.3%
+61.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | +2.0% | -0.7% | +2.8% | +2.1% |
| 3M | +20.0% | -6.3% | +26.3% | +22.2% |
| 6M | +39.3% | -10.7% | +49.9% | +44.0% |
| YTD | +19.8% | -3.5% | +23.2% | +19.6% |
| 1Y | +4.3% | +5.3% | -1.0% | 0.0% |
| 3Y | +7.7% | +31.8% | -24.1% | -10.5% |
| 5Y | -26.8% | +47.4% | -74.2% | -43.6% |
| All | +117.6% | +56.3% | +61.3% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling