-3.4%
DT vs ALL
+31.1%
-34.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +2.7% | 0.0% | +2.8% | +2.8% |
| 30D | -30.4% | +12.8% | -43.2% | -30.7% |
| 3M | -9.4% | +4.7% | -14.1% | -9.3% |
| 6M | +14.5% | +24.9% | -10.4% | +13.8% |
| YTD | +3.6% | +30.0% | -26.4% | +3.0% |
| 1Y | -3.4% | +29.9% | -33.4% | -3.9% |
| All | -3.4% | +31.1% | -34.6% | -3.9% |
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