-12.6%
DT vs AR
+48.5%
-61.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +2.7% | +6.4% | -3.7% | +1.8% |
| 30D | -30.4% | +3.1% | -33.5% | -30.7% |
| 3M | -9.4% | +3.3% | -12.7% | -9.9% |
| 6M | +14.5% | +6.6% | +8.0% | +13.1% |
| YTD | +3.6% | +12.3% | -8.7% | +0.9% |
| 1Y | -3.4% | +12.3% | -15.8% | -6.1% |
| All | -12.6% | +48.5% | -61.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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