+82.1%
DT vs SUI
+13.3%
+68.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -24.7% | +6.2% | -30.9% | -26.8% |
| 30D | -27.4% | +8.6% | -36.0% | -30.3% |
| 3M | -11.1% | +1.0% | -12.1% | -12.0% |
| 6M | +13.7% | -2.6% | +16.3% | +13.9% |
| YTD | +0.2% | -0.1% | +0.4% | -1.3% |
| 1Y | -5.7% | +0.5% | -6.2% | -7.6% |
| 3Y | -8.1% | +15.3% | -23.4% | -19.2% |
| 5Y | -43.1% | -26.1% | -16.9% | -36.3% |
| All | +82.1% | +13.3% | +68.8% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling