+35.4%
ANET vs DT
+32.7%
+2.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.2% |
| 7D | -1.3% | -2.5% | +1.3% | -1.0% |
| 30D | -4.5% | +3.5% | -8.0% | -4.7% |
| 3M | +24.5% | +26.7% | -2.2% | +21.6% |
| 6M | +35.4% | +36.1% | -0.8% | +29.6% |
| All | +35.4% | +32.7% | +2.7% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling