-12.8%
DT vs BR
+14.9%
-27.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +3.1% | +1.1% | +2.1% | +2.6% |
| 30D | -29.5% | +14.4% | -43.9% | -34.3% |
| 3M | -11.7% | +12.4% | -24.1% | -17.1% |
| 6M | +29.0% | +35.4% | -6.5% | +9.0% |
| YTD | +3.4% | -12.2% | +15.5% | +7.7% |
| 1Y | -4.2% | -12.7% | +8.5% | 0.0% |
| 3Y | -12.8% | +14.3% | -27.1% | -22.2% |
| All | -12.8% | +14.9% | -27.8% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling