+4.1%
DT vs AUR
+17.8%
-13.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +3.0% | -6.4% | +9.5% | +3.3% |
| 3M | +26.5% | +7.7% | +18.8% | +24.8% |
| 6M | +35.9% | +44.5% | -8.6% | +24.8% |
| YTD | +17.8% | +67.4% | -49.6% | +5.6% |
| 1Y | +4.1% | +15.4% | -11.4% | -2.2% |
| All | +4.1% | +17.8% | -13.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling