+215.1%
B vs DT
+103.5%
+111.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -1.6% | -3.3% | +1.7% | -1.3% |
| 30D | +9.4% | +2.0% | +7.4% | +9.1% |
| 3M | +5.0% | +20.0% | -15.0% | +2.8% |
| 6M | -3.5% | +39.3% | -42.8% | -7.3% |
| YTD | +4.5% | +19.8% | -15.3% | +1.8% |
| 1Y | +67.8% | +4.3% | +63.5% | +65.9% |
| 3Y | +196.7% | +7.7% | +189.0% | +189.2% |
| 5Y | +151.9% | -26.8% | +178.8% | +150.4% |
| All | +215.1% | +103.5% | +111.6% | +165.4% |
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