+117.6%
SE vs DT
+70.5%
+47.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.8% |
| 7D | 0.0% | -7.5% | +7.6% | +4.8% |
| 30D | -19.4% | -31.5% | +12.1% | -0.9% |
| 3M | -33.1% | -14.0% | -19.1% | -29.3% |
| 6M | -11.4% | +6.9% | -18.3% | -20.4% |
| YTD | -39.8% | +0.3% | -40.1% | -44.9% |
| 1Y | -50.5% | -6.9% | -43.6% | -52.4% |
| 3Y | +68.9% | -13.9% | +82.8% | +62.4% |
| 5Y | -77.1% | -39.9% | -37.2% | -73.5% |
| All | +117.6% | +70.5% | +47.1% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling