-39.7%
DT vs USFR
+21.4%
-61.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -32.2% | +0.4% | -32.6% | -32.7% |
| 3M | -10.9% | +1.1% | -12.0% | -12.8% |
| 6M | +10.0% | +2.1% | +7.9% | +5.4% |
| YTD | +2.1% | +3.4% | -1.4% | -5.0% |
| 1Y | -5.5% | +4.1% | -9.6% | -13.4% |
| 3Y | -12.4% | +14.4% | -26.8% | -32.1% |
| 5Y | -39.7% | +21.4% | -61.1% | -64.6% |
| All | -39.7% | +21.4% | -61.1% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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