-11.8%
DT vs COMP
-56.6%
+44.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -8.2% | +1.6% | -5.1% |
| 7D | -28.3% | -1.8% | -26.5% | -28.1% |
| 30D | -28.4% | -0.8% | -27.7% | -28.5% |
| 3M | -14.1% | -28.1% | +14.1% | -9.1% |
| 6M | +13.2% | +27.0% | -13.8% | +6.1% |
| YTD | +0.8% | -12.8% | +13.6% | +0.4% |
| 1Y | -7.8% | +4.9% | -12.7% | -11.7% |
| 3Y | -8.3% | +321.0% | -329.3% | -41.8% |
| 5Y | -42.7% | -25.6% | -17.1% | -49.1% |
| All | -11.8% | -56.6% | +44.8% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling