+265.0%
C vs DT
+9.0%
+256.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +3.6% | -3.3% | +6.9% | +4.3% |
| 30D | +0.1% | +2.0% | -2.0% | -0.5% |
| 3M | +2.4% | +20.0% | -17.6% | -2.1% |
| 6M | +24.9% | +39.3% | -14.4% | +14.0% |
| YTD | +19.8% | +19.8% | +0.1% | +14.0% |
| 1Y | +44.9% | +4.3% | +40.6% | +43.5% |
| All | +265.0% | +9.0% | +256.0% | +244.4% |
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 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