+27.7%
EXC vs DT
-9.2%
+36.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -1.2% | -24.7% | +23.5% | -2.2% |
| 30D | +10.0% | -27.4% | +37.3% | +8.7% |
| 3M | +1.6% | -11.1% | +12.7% | +1.3% |
| 6M | +3.3% | +13.7% | -10.4% | +3.8% |
| YTD | +7.6% | +0.2% | +7.3% | +7.8% |
| 1Y | +3.5% | -5.7% | +9.2% | +3.5% |
| 3Y | +27.7% | -8.1% | +35.8% | +25.0% |
| All | +27.7% | -9.2% | +36.9% | +25.0% |
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 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