-0.1%
DT vs ACI
-35.6%
+35.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.6% |
| 7D | -0.5% | -5.0% | +4.5% | -0.5% |
| 30D | +0.1% | -2.3% | +2.4% | +0.1% |
| 3M | +24.1% | -23.2% | +47.3% | +23.5% |
| 6M | +30.1% | -29.5% | +59.6% | +29.5% |
| YTD | +16.8% | -28.6% | +45.4% | +16.4% |
| 1Y | -0.1% | -34.0% | +33.9% | +1.9% |
| All | -0.1% | -35.6% | +35.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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