-48.0%
SE vs DT
-4.9%
-43.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.9% |
| 7D | -7.7% | -5.4% | -2.3% | -7.0% |
| 30D | -22.8% | -32.2% | +9.4% | -18.3% |
| 3M | -43.7% | -10.9% | -32.8% | -43.6% |
| 6M | -12.8% | +10.0% | -22.8% | -16.3% |
| YTD | -42.0% | +2.1% | -44.1% | -41.6% |
| 1Y | -48.0% | -5.5% | -42.5% | -45.2% |
| All | -48.0% | -4.9% | -43.1% | -45.2% |
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