+22.7%
C vs DT
-7.6%
+30.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +2.4% |
| 7D | -0.9% | -20.2% | +19.3% | +0.6% |
| 30D | -5.4% | -30.8% | +25.4% | -3.1% |
| 3M | -9.2% | -10.2% | +1.1% | -8.5% |
| 6M | -1.8% | +8.0% | -9.9% | -2.3% |
| YTD | +6.7% | +1.5% | +5.2% | +6.8% |
| All | +22.7% | -7.6% | +30.3% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling