+47.7%
CI vs DT
-43.6%
+91.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -1.6% | -24.7% | +23.1% | -0.8% |
| 30D | +5.4% | -27.4% | +32.8% | +6.2% |
| 3M | +7.3% | -11.1% | +18.4% | +7.4% |
| 6M | +5.3% | +13.7% | -8.4% | +4.4% |
| YTD | +8.5% | +0.2% | +8.2% | +8.1% |
| 1Y | +17.1% | -5.7% | +22.8% | +17.0% |
| 3Y | +1.4% | -8.1% | +9.5% | +0.9% |
| All | +47.7% | -43.6% | +91.3% | +46.9% |
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