+117.6%
DT vs ALL
+185.2%
-67.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | +2.0% | -1.5% | +3.5% | +2.4% |
| 3M | +20.0% | +23.6% | -3.6% | +11.3% |
| 6M | +39.3% | +22.3% | +17.0% | +29.5% |
| YTD | +19.8% | +26.5% | -6.8% | +9.6% |
| 1Y | +4.3% | +27.0% | -22.7% | -5.0% |
| 3Y | +7.7% | +149.6% | -141.9% | -25.7% |
| 5Y | -26.8% | +118.1% | -144.9% | -47.8% |
| All | +117.6% | +185.2% | -67.6% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling