-36.6%
DT vs AR
+99.4%
-136.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.1% | +7.4% | -4.2% | +1.8% |
| 30D | -29.5% | +5.8% | -35.3% | -30.3% |
| 3M | -11.7% | +5.2% | -16.9% | -12.7% |
| 6M | +29.0% | +5.4% | +23.6% | +27.2% |
| YTD | +3.4% | +12.4% | -9.1% | +0.1% |
| 1Y | -4.2% | +12.8% | -17.0% | -7.4% |
| 3Y | -12.8% | +47.2% | -60.0% | -21.6% |
| All | -36.6% | +99.4% | -136.0% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling