-26.7%
DT vs AR
+143.7%
-170.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.3% | +2.5% | -5.8% | -3.7% |
| 30D | +2.0% | +14.8% | -12.8% | -0.4% |
| 3M | +20.0% | +6.2% | +13.8% | +18.4% |
| 6M | +39.3% | +4.3% | +35.0% | +37.5% |
| YTD | +19.8% | +14.4% | +5.4% | +16.0% |
| 1Y | +4.3% | +21.3% | -17.1% | -0.5% |
| 3Y | +7.7% | +39.8% | -32.1% | -1.8% |
| All | -26.7% | +143.7% | -170.4% | -38.9% |
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 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