+332.6%
EWT vs DT
+75.7%
+256.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +9.1% | +3.1% | +6.0% | +8.5% |
| 30D | -12.2% | -29.5% | +17.3% | -6.4% |
| 3M | -9.4% | -11.7% | +2.3% | -7.6% |
| 6M | +2.7% | +29.0% | -26.3% | -3.2% |
| YTD | +53.3% | +3.4% | +49.9% | +49.7% |
| 1Y | +59.2% | -4.2% | +63.4% | +57.8% |
| 3Y | +157.1% | -12.8% | +169.9% | +155.8% |
| 5Y | +119.6% | -39.6% | +159.2% | +124.9% |
| All | +332.6% | +75.7% | +256.9% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling