-29.4%
EW vs DT
-28.6%
-0.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.8% |
| 7D | -4.4% | -4.9% | +0.4% | -3.4% |
| 30D | -3.3% | +2.7% | -6.0% | -4.1% |
| 3M | +1.0% | +20.0% | -19.0% | -3.6% |
| 6M | +6.2% | +28.0% | -21.8% | -1.0% |
| YTD | +1.7% | +16.0% | -14.3% | -3.3% |
| 1Y | +8.1% | +0.7% | +7.4% | +6.3% |
| 3Y | +17.1% | +6.2% | +10.9% | +10.9% |
| 5Y | -29.4% | -28.1% | -1.2% | -33.8% |
| All | -29.4% | -28.6% | -0.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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