+117.6%
DT vs AON
+80.4%
+37.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -3.3% | -9.1% | +5.8% | +1.3% |
| 30D | +2.0% | -10.2% | +12.3% | +7.6% |
| 3M | +20.0% | +0.5% | +19.5% | +18.1% |
| 6M | +39.3% | -4.8% | +44.1% | +41.5% |
| YTD | +19.8% | -8.0% | +27.7% | +23.0% |
| 1Y | +4.3% | -13.1% | +17.3% | +10.5% |
| 3Y | +7.7% | -1.3% | +9.0% | +2.8% |
| 5Y | -26.8% | +14.9% | -41.7% | -37.9% |
| All | +117.6% | +80.4% | +37.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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