+117.6%
DT vs AA
+136.1%
-18.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | +2.0% | +5.0% | -2.9% | +0.8% |
| 3M | +20.0% | -35.8% | +55.8% | +29.4% |
| 6M | +39.3% | -18.4% | +57.7% | +42.2% |
| YTD | +19.8% | -5.5% | +25.2% | +17.9% |
| 1Y | +4.3% | +61.0% | -56.7% | -8.7% |
| 3Y | +7.7% | +66.2% | -58.5% | -11.0% |
| 5Y | -26.8% | +11.4% | -38.2% | -37.1% |
| All | +117.6% | +136.1% | -18.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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