+47.9%
DE vs DT
+4.0%
+43.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.3% |
| 7D | +10.0% | -3.3% | +13.3% | +9.7% |
| 30D | +13.3% | +2.0% | +11.3% | +13.7% |
| 3M | +17.5% | +20.0% | -2.5% | +20.0% |
| 6M | +13.6% | +39.3% | -25.7% | +18.9% |
| YTD | +49.8% | +19.8% | +30.0% | +55.3% |
| 1Y | +47.9% | +4.3% | +43.6% | +54.2% |
| All | +47.9% | +4.0% | +43.8% | +54.2% |
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