-12.8%
DT vs BG
+6.5%
-19.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | +3.1% | +2.6% | +0.6% | +3.2% |
| 30D | -29.5% | -6.7% | -22.9% | -29.6% |
| 3M | -11.7% | -9.3% | -2.5% | -11.9% |
| 6M | +29.0% | -18.3% | +47.3% | +28.9% |
| YTD | +3.4% | +16.2% | -12.8% | +1.8% |
| 1Y | -4.2% | +7.6% | -11.8% | -5.2% |
| 3Y | -12.8% | +6.6% | -19.4% | -10.5% |
| All | -12.8% | +6.5% | -19.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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