-12.8%
DT vs SUI
+18.2%
-31.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | +3.1% | -1.5% | +4.6% | +3.4% |
| 30D | -29.5% | +3.7% | -33.3% | -30.0% |
| 3M | -11.7% | -0.4% | -11.3% | -11.8% |
| 6M | +29.0% | -2.8% | +31.8% | +29.2% |
| YTD | +3.4% | -1.6% | +5.0% | +3.0% |
| 1Y | -4.2% | -2.1% | -2.2% | -4.5% |
| 3Y | -12.8% | +18.5% | -31.3% | -20.0% |
| All | -12.8% | +18.2% | -31.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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