+199.8%
EWT vs DT
+6.3%
+193.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.1% | -0.5% | +2.7% | +2.2% |
| 30D | +9.4% | +0.1% | +9.3% | +9.3% |
| 3M | +10.9% | +24.1% | -13.2% | +6.5% |
| 6M | +57.9% | +30.1% | +27.8% | +49.5% |
| YTD | +75.9% | +16.8% | +59.2% | +70.2% |
| 1Y | +89.7% | -0.1% | +89.8% | +90.3% |
| All | +199.8% | +6.3% | +193.6% | +185.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling