-14.9%
EW vs DT
-43.4%
+28.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +11.0% | -24.7% | +35.7% | +17.2% |
| 30D | +19.1% | -27.4% | +46.4% | +26.6% |
| 3M | +14.4% | -11.1% | +25.5% | +16.0% |
| 6M | +22.8% | +13.7% | +9.1% | +16.6% |
| YTD | +19.8% | +0.2% | +19.6% | +16.5% |
| 1Y | +23.9% | -5.7% | +29.6% | +22.3% |
| 3Y | +52.2% | -8.1% | +60.3% | +47.6% |
| All | -14.9% | -43.4% | +28.5% | -12.0% |
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