-36.6%
DT vs BR
+18.8%
-55.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | +3.1% | +1.1% | +2.1% | +2.4% |
| 30D | -29.5% | +14.4% | -43.9% | -36.0% |
| 3M | -11.7% | +12.4% | -24.1% | -19.2% |
| 6M | +29.0% | +35.4% | -6.5% | +2.5% |
| YTD | +3.4% | -12.2% | +15.5% | +11.8% |
| 1Y | -4.2% | -12.7% | +8.5% | +4.0% |
| 3Y | -12.8% | +14.3% | -27.1% | -27.1% |
| All | -36.6% | +18.8% | -55.4% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling