+25.4%
DT vs ACI
+25.9%
-0.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | +2.0% | +5.9% | -3.9% | +1.6% |
| 3M | +20.0% | -19.8% | +39.8% | +21.4% |
| 6M | +39.3% | -24.7% | +64.0% | +41.6% |
| YTD | +19.8% | -24.4% | +44.1% | +21.5% |
| 1Y | +4.3% | -31.5% | +35.8% | +6.6% |
| 3Y | +7.7% | -38.7% | +46.4% | +10.8% |
| 5Y | -26.8% | -42.8% | +16.0% | -25.2% |
| All | +25.4% | +25.9% | -0.5% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling