+110.9%
DT vs SU
+215.8%
-105.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -4.9% | -1.0% | -3.9% | -4.7% |
| 30D | +2.7% | +13.7% | -11.0% | -0.3% |
| 3M | +20.0% | +8.0% | +11.9% | +17.4% |
| 6M | +28.0% | +21.0% | +7.0% | +21.6% |
| YTD | +16.0% | +56.2% | -40.2% | +3.5% |
| 1Y | +0.7% | +72.2% | -71.5% | -12.5% |
| 3Y | +6.2% | +118.1% | -111.9% | -14.0% |
| 5Y | -28.1% | +350.3% | -378.5% | -52.1% |
| All | +110.9% | +215.8% | -105.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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