+4.3%
DT vs BR
-29.1%
+33.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | +0.3% |
| 7D | -3.3% | -5.3% | +2.0% | -0.3% |
| 30D | +2.0% | +6.4% | -4.4% | -1.6% |
| 3M | +20.0% | +13.6% | +6.4% | +10.4% |
| 6M | +39.3% | -6.7% | +46.0% | +40.4% |
| YTD | +19.8% | -21.1% | +40.8% | +33.6% |
| 1Y | +4.3% | -29.6% | +33.8% | +25.1% |
| All | +4.3% | -29.1% | +33.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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