-8.1%
DT vs ACI
-35.7%
+27.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.4% |
| 7D | -24.7% | -2.2% | -22.5% | -24.5% |
| 30D | -27.4% | +10.3% | -37.7% | -27.5% |
| 3M | -11.1% | +7.2% | -18.3% | -11.1% |
| 6M | +13.7% | -18.0% | +31.7% | +14.1% |
| YTD | +0.2% | -22.0% | +22.2% | +0.7% |
| 1Y | -5.7% | -23.4% | +17.7% | -5.1% |
| 3Y | -8.1% | -35.8% | +27.7% | -5.0% |
| All | -8.1% | -35.7% | +27.6% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling