-43.6%
SE vs DT
+1.4%
-45.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -3.6% | -0.5% | -3.1% | -3.6% |
| 30D | -5.3% | +0.1% | -5.4% | -5.6% |
| 3M | +28.1% | +24.1% | +4.0% | +21.4% |
| 6M | +20.7% | +30.1% | -9.5% | +12.7% |
| YTD | -14.8% | +16.8% | -31.5% | -17.0% |
| 1Y | -43.6% | -0.1% | -43.5% | -42.6% |
| All | -43.6% | +1.4% | -45.0% | -42.6% |
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 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