-5.7%
DT vs A
+24.4%
-30.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -25.5% | -2.4% | -23.1% | -25.1% |
| 30D | -22.3% | +3.6% | -25.9% | -22.7% |
| 3M | +2.3% | +27.5% | -25.1% | -1.7% |
| 6M | +20.7% | +58.5% | -37.8% | +11.7% |
| YTD | +7.9% | +31.2% | -23.2% | +3.1% |
| 1Y | -5.7% | +22.2% | -27.9% | -10.4% |
| All | -5.7% | +24.4% | -30.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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