+51.2%
CI vs DT
-37.8%
+89.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +1.2% | +3.1% | -2.0% | +1.1% |
| 30D | +2.6% | -29.5% | +32.1% | +3.5% |
| 3M | +7.4% | -11.7% | +19.2% | +7.6% |
| 6M | -0.1% | +29.0% | -29.1% | -1.3% |
| YTD | +9.7% | +3.4% | +6.4% | +9.3% |
| 1Y | +12.1% | -4.2% | +16.4% | +12.0% |
| 3Y | +7.0% | -12.8% | +19.9% | +6.9% |
| All | +51.2% | -37.8% | +89.0% | +49.3% |
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