-5.7%
DT vs ALL
+42.7%
-48.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.6% |
| 7D | -25.5% | +7.5% | -33.1% | -25.7% |
| 30D | -22.3% | +19.7% | -42.0% | -23.0% |
| 3M | +2.3% | +2.9% | -0.6% | +2.5% |
| 6M | +20.7% | +23.5% | -2.8% | +19.7% |
| YTD | +7.9% | +31.1% | -23.2% | +7.0% |
| 1Y | -5.7% | +40.5% | -46.2% | -9.1% |
| All | -5.7% | +42.7% | -48.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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