+22.0%
DT vs SUNB
+14.2%
+7.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.1% |
| 7D | +3.1% | +6.7% | -3.6% | +3.9% |
| 30D | -29.5% | +8.7% | -38.3% | -28.6% |
| 3M | -11.7% | +1.6% | -13.3% | -11.7% |
| 6M | +29.0% | +9.6% | +19.4% | +32.3% |
| All | +22.0% | +14.2% | +7.8% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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