+59.8%
SO vs DT
-27.0%
+86.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -0.2% | -3.3% | +3.1% | -0.2% |
| 30D | -4.6% | +2.0% | -6.6% | -4.6% |
| 3M | -3.0% | +20.0% | -23.0% | -3.1% |
| 6M | -8.3% | +39.3% | -47.5% | -8.4% |
| YTD | +3.5% | +19.8% | -16.2% | +3.5% |
| 1Y | -0.9% | +4.3% | -5.2% | -0.7% |
| 3Y | +45.4% | +7.7% | +37.7% | +44.8% |
| All | +59.8% | -27.0% | +86.8% | +55.2% |
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 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