-26.7%
DT vs SUI
-32.0%
+5.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.3% | -2.8% | -0.5% | -2.3% |
| 30D | +2.0% | -1.2% | +3.2% | +2.4% |
| 3M | +20.0% | -1.7% | +21.7% | +20.3% |
| 6M | +39.3% | -10.5% | +49.8% | +44.7% |
| YTD | +19.8% | -1.8% | +21.6% | +19.3% |
| 1Y | +4.3% | -4.1% | +8.4% | +4.8% |
| 3Y | +7.7% | +11.3% | -3.6% | -2.8% |
| All | -26.7% | -32.0% | +5.3% | -12.1% |
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