+33.5%
EXC vs DT
-11.4%
+44.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.4% | +3.1% | -1.7% | +1.5% |
| 30D | +8.6% | -29.5% | +38.1% | +7.2% |
| 3M | +2.4% | -11.7% | +14.1% | +2.0% |
| 6M | +6.5% | +29.0% | -22.5% | +7.4% |
| YTD | +9.0% | +3.4% | +5.7% | +9.4% |
| 1Y | +4.6% | -4.2% | +8.8% | +4.7% |
| 3Y | +33.5% | -12.8% | +46.3% | +31.2% |
| All | +33.5% | -11.4% | +44.9% | +31.2% |
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