-68.0%
U vs DT
-28.6%
-39.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +5.4% |
| 7D | +4.5% | -4.9% | +9.3% | +8.9% |
| 30D | -0.6% | +2.7% | -3.3% | -4.0% |
| 3M | +48.4% | +20.0% | +28.5% | +21.9% |
| 6M | +115.4% | +28.0% | +87.3% | +59.8% |
| YTD | -3.2% | +16.0% | -19.3% | -21.3% |
| 1Y | -6.0% | +0.7% | -6.8% | -13.2% |
| 3Y | +13.5% | +6.2% | +7.3% | -6.8% |
| 5Y | -68.0% | -28.1% | -39.9% | -68.2% |
| All | -68.0% | -28.6% | -39.4% | -68.2% |
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