+117.6%
DT vs A
+127.9%
-10.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | -3.3% | -1.9% | -1.4% | -2.3% |
| 30D | +2.0% | +6.9% | -4.9% | -2.0% |
| 3M | +20.0% | +9.2% | +10.8% | +13.3% |
| 6M | +39.3% | +25.7% | +13.6% | +19.4% |
| YTD | +19.8% | +11.5% | +8.2% | +10.0% |
| 1Y | +4.3% | +18.4% | -14.1% | -8.8% |
| 3Y | +7.7% | +26.6% | -18.9% | -16.3% |
| 5Y | -26.8% | -12.8% | -14.0% | -24.4% |
| All | +117.6% | +127.9% | -10.3% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling