-67.0%
SE vs DT
-28.6%
-38.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +3.2% |
| 7D | +0.6% | -4.9% | +5.5% | +3.8% |
| 30D | -0.1% | +2.7% | -2.8% | -2.9% |
| 3M | +34.1% | +20.0% | +14.2% | +15.7% |
| 6M | +23.2% | +28.0% | -4.8% | -2.5% |
| YTD | -11.2% | +16.0% | -27.2% | -25.1% |
| 1Y | -40.5% | +0.7% | -41.3% | -44.4% |
| 3Y | +196.3% | +6.2% | +190.1% | +145.3% |
| 5Y | -67.0% | -28.1% | -38.9% | -68.3% |
| All | -67.0% | -28.6% | -38.4% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling