+20.0%
GE vs DT
+4.0%
+16.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.0% |
| 7D | -1.6% | -3.3% | +1.7% | -1.8% |
| 30D | -11.6% | +2.0% | -13.6% | -11.4% |
| 3M | +3.0% | +20.0% | -17.0% | +4.5% |
| 6M | -0.5% | +39.3% | -39.8% | +3.6% |
| YTD | +9.7% | +19.8% | -10.0% | +14.2% |
| 1Y | +20.0% | +4.3% | +15.8% | +24.3% |
| All | +20.0% | +4.0% | +16.0% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling