-11.0%
DT vs AS
+120.4%
-131.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.4% |
| 7D | -3.3% | -4.9% | +1.6% | -2.3% |
| 30D | +2.0% | -19.6% | +21.6% | +6.6% |
| 3M | +20.0% | -14.4% | +34.4% | +23.6% |
| 6M | +39.3% | -20.1% | +59.4% | +44.7% |
| YTD | +19.8% | -20.9% | +40.7% | +24.6% |
| 1Y | +4.3% | -21.9% | +26.1% | +8.4% |
| All | -11.0% | +120.4% | -131.4% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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