-20.0%
DOW vs DT
-11.2%
-8.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +3.7% | +2.7% | +0.9% | +3.2% |
| 30D | +16.3% | -30.4% | +46.6% | +22.9% |
| 3M | +9.7% | -9.4% | +19.1% | +10.5% |
| 6M | -14.1% | +14.5% | -28.6% | -18.5% |
| YTD | +46.6% | +3.6% | +43.0% | +42.0% |
| 1Y | +56.8% | -3.4% | +60.3% | +55.6% |
| All | -20.0% | -11.2% | -8.8% | -22.7% |
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