+157.6%
B vs DT
-27.0%
+184.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -1.6% | -3.3% | +1.7% | -1.4% |
| 30D | +9.4% | +2.0% | +7.4% | +9.2% |
| 3M | +5.0% | +20.0% | -15.0% | +3.5% |
| 6M | -3.5% | +39.3% | -42.8% | -5.9% |
| YTD | +4.5% | +19.8% | -15.3% | +2.9% |
| 1Y | +67.8% | +4.3% | +63.5% | +67.0% |
| 3Y | +196.7% | +7.7% | +189.0% | +192.6% |
| All | +157.6% | -27.0% | +184.6% | +143.0% |
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