+110.9%
DT vs BR
+51.8%
+59.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.4% |
| 7D | -4.9% | -5.9% | +1.1% | -0.6% |
| 30D | +2.7% | +1.9% | +0.8% | +1.3% |
| 3M | +20.0% | +14.7% | +5.3% | +7.6% |
| 6M | +28.0% | -12.8% | +40.8% | +39.8% |
| YTD | +16.0% | -23.0% | +39.1% | +38.3% |
| 1Y | +0.7% | -31.7% | +32.4% | +30.6% |
| 3Y | +6.2% | -4.8% | +11.0% | +4.4% |
| 5Y | -28.1% | +7.8% | -36.0% | -37.4% |
| All | +110.9% | +51.8% | +59.1% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling