-43.0%
DT vs SUI
-26.3%
-16.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -24.7% | +6.2% | -30.9% | -26.4% |
| 30D | -27.4% | +8.6% | -36.0% | -29.7% |
| 3M | -11.1% | +1.0% | -12.1% | -11.8% |
| 6M | +13.7% | -2.6% | +16.3% | +14.0% |
| YTD | +0.2% | -0.1% | +0.4% | -1.0% |
| 1Y | -5.7% | +0.5% | -6.2% | -7.2% |
| 3Y | -8.1% | +15.3% | -23.4% | -18.4% |
| All | -43.0% | -26.3% | -16.7% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling