+73.7%
SE vs DT
-11.2%
+84.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.0% | -24.7% | +26.7% | +10.2% |
| 30D | -20.0% | -27.4% | +7.4% | -12.8% |
| 3M | -31.8% | -11.1% | -20.7% | -30.9% |
| 6M | -15.9% | +13.7% | -29.6% | -22.9% |
| YTD | -40.6% | +0.2% | -40.9% | -42.9% |
| 1Y | -50.7% | -5.7% | -45.0% | -51.3% |
| All | +73.7% | -11.2% | +84.9% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling