+6.3%
AGG vs DT
+98.4%
-92.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -0.2% | -0.5% | +0.4% | -0.2% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -0.7% | +24.1% | -24.8% | -1.1% |
| 6M | -1.8% | +30.1% | -31.9% | -2.3% |
| YTD | -0.6% | +16.8% | -17.3% | -0.9% |
| 1Y | +0.4% | -0.1% | +0.5% | +0.3% |
| 3Y | +13.2% | +6.8% | +6.3% | +12.7% |
| 5Y | -2.0% | -28.4% | +26.4% | -2.3% |
| All | +6.3% | +98.4% | -92.1% | +3.3% |
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 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