-43.0%
DT vs COMP
-17.6%
-25.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.7% | -11.3% | -2.6% |
| 7D | -24.7% | +13.4% | -38.1% | -26.6% |
| 30D | -27.4% | +11.1% | -38.5% | -29.1% |
| 3M | -11.1% | -18.8% | +7.7% | -8.2% |
| 6M | +13.7% | +10.5% | +3.2% | +10.1% |
| YTD | +0.2% | -3.4% | +3.6% | -2.3% |
| 1Y | -5.7% | +19.7% | -25.4% | -12.1% |
| 3Y | -8.1% | +381.6% | -389.7% | -44.0% |
| All | -43.0% | -17.6% | -25.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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