+109.7%
SE vs DT
+73.5%
+36.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.7% |
| 7D | -7.7% | -5.4% | -2.3% | -4.7% |
| 30D | -22.8% | -32.2% | +9.4% | -4.5% |
| 3M | -43.7% | -10.9% | -32.8% | -41.7% |
| 6M | -12.8% | +10.0% | -22.8% | -23.0% |
| YTD | -42.0% | +2.1% | -44.1% | -47.5% |
| 1Y | -48.0% | -5.5% | -42.5% | -50.5% |
| 3Y | +62.7% | -12.4% | +75.1% | +54.8% |
| 5Y | -77.8% | -39.7% | -38.1% | -74.4% |
| All | +109.7% | +73.5% | +36.2% | +48.4% |
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