+110.9%
DT vs BG
+161.2%
-50.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -4.0% |
| 7D | -4.9% | +2.4% | -7.2% | -5.4% |
| 30D | +2.7% | +15.0% | -12.3% | -0.4% |
| 3M | +20.0% | -0.7% | +20.6% | +19.6% |
| 6M | +28.0% | +7.5% | +20.5% | +25.0% |
| YTD | +16.0% | +41.6% | -25.6% | +5.7% |
| 1Y | +0.7% | +50.7% | -49.9% | -10.0% |
| 3Y | +6.2% | +20.3% | -14.1% | -0.7% |
| 5Y | -28.1% | +85.2% | -113.4% | -44.1% |
| All | +110.9% | +161.2% | -50.4% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling