+117.6%
DT vs ALM
+1,114.4%
-996.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -3.3% | -2.6% | -0.7% | -3.2% |
| 30D | +2.0% | +32.0% | -30.0% | +0.8% |
| 3M | +20.0% | -15.0% | +35.0% | +20.3% |
| 6M | +39.3% | -10.1% | +49.4% | +38.6% |
| YTD | +19.8% | +99.4% | -79.7% | +14.1% |
| 1Y | +4.3% | +316.4% | -312.1% | -5.0% |
| 3Y | +7.7% | +2,022.0% | -2,014.3% | -14.3% |
| 5Y | -26.8% | +941.2% | -968.0% | -39.9% |
| All | +117.6% | +1,114.4% | -996.8% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling