+13.7%
O vs DT
-28.6%
+42.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | -0.6% | -4.9% | +4.3% | -0.2% |
| 30D | -2.0% | +2.7% | -4.7% | -2.2% |
| 3M | +3.0% | +20.0% | -17.0% | +1.3% |
| 6M | -3.6% | +28.0% | -31.7% | -6.1% |
| YTD | +12.1% | +16.0% | -4.0% | +10.1% |
| 1Y | +8.9% | +0.7% | +8.2% | +8.6% |
| 3Y | +30.3% | +6.2% | +24.1% | +27.5% |
| 5Y | +13.7% | -28.1% | +41.8% | +9.6% |
| All | +13.7% | -28.6% | +42.3% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling