+217.6%
SE vs DT
+103.5%
+114.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.1% |
| 7D | -6.1% | -3.3% | -2.8% | -4.4% |
| 30D | -2.5% | +2.0% | -4.5% | -4.4% |
| 3M | +21.7% | +20.0% | +1.7% | +7.2% |
| 6M | +27.0% | +39.3% | -12.3% | -1.5% |
| YTD | -12.1% | +19.8% | -31.9% | -25.7% |
| 1Y | -40.9% | +4.3% | -45.2% | -45.7% |
| 3Y | +191.0% | +7.7% | +183.3% | +150.1% |
| 5Y | -68.3% | -26.8% | -41.4% | -66.6% |
| All | +217.6% | +103.5% | +114.1% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling