-25.8%
DT vs A
-11.9%
-13.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -3.3% | -1.9% | -1.4% | -2.5% |
| 30D | +2.0% | +6.9% | -4.9% | -1.1% |
| 3M | +20.0% | +9.2% | +10.8% | +14.8% |
| 6M | +39.3% | +25.7% | +13.6% | +23.6% |
| YTD | +19.8% | +11.5% | +8.2% | +12.4% |
| 1Y | +4.3% | +18.4% | -14.1% | -5.8% |
| 3Y | +7.7% | +26.6% | -18.9% | -12.1% |
| All | -25.8% | -11.9% | -13.9% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling