-70.0%
U vs DT
-42.7%
-27.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -1.1% |
| 7D | +32.3% | -20.2% | +52.6% | +55.4% |
| 30D | +9.7% | -30.8% | +40.5% | +45.8% |
| 3M | +19.6% | -10.2% | +29.8% | +23.9% |
| 6M | +82.6% | +8.0% | +74.6% | +52.6% |
| YTD | +16.4% | +1.5% | +15.0% | +1.3% |
| 1Y | +28.5% | -6.9% | +35.4% | +21.1% |
| 3Y | +103.8% | -10.9% | +114.7% | +87.7% |
| 5Y | -70.0% | -42.2% | -27.9% | -64.0% |
| All | -70.0% | -42.7% | -27.3% | -64.0% |
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 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