-8.1%
DT vs A
+64.2%
-72.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -24.7% | -0.1% | -24.6% | -24.7% |
| 30D | -27.4% | +3.4% | -30.7% | -28.0% |
| 3M | -11.1% | +23.8% | -34.9% | -15.9% |
| 6M | +13.7% | +49.0% | -35.3% | +2.0% |
| YTD | +0.2% | +29.4% | -29.2% | -6.6% |
| 1Y | -5.7% | +19.4% | -25.1% | -10.2% |
| 3Y | -8.1% | +66.2% | -74.3% | -20.9% |
| All | -8.1% | +64.2% | -72.4% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling