+313.3%
ANET vs DT
+7.2%
+306.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | +3.0% | -1.6% | +4.6% | +3.5% |
| 30D | -5.2% | +3.0% | -8.2% | -6.4% |
| 3M | +27.6% | +26.5% | +1.1% | +16.1% |
| 6M | +44.4% | +35.9% | +8.5% | +26.1% |
| YTD | +52.3% | +17.8% | +34.5% | +41.2% |
| 1Y | +30.4% | +4.1% | +26.4% | +27.8% |
| 3Y | +313.3% | +5.3% | +308.0% | +290.7% |
| All | +313.3% | +7.2% | +306.0% | +290.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling