-8.1%
DT vs ALM
+825.4%
-833.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.6% |
| 7D | -24.7% | -6.7% | -18.0% | -24.6% |
| 30D | -27.4% | -32.9% | +5.5% | -27.0% |
| 3M | -11.1% | -39.5% | +28.4% | -10.8% |
| 6M | +13.7% | -62.0% | +75.7% | +15.2% |
| YTD | +0.2% | -7.8% | +8.1% | -1.8% |
| 1Y | -5.7% | +26.7% | -32.4% | -8.9% |
| 3Y | -8.1% | +825.4% | -833.5% | -18.3% |
| All | -8.1% | +825.4% | -833.5% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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