+4.7%
DT vs COMP
-47.7%
+52.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -3.3% | +1.4% | -4.7% | -3.6% |
| 30D | +2.0% | -13.3% | +15.4% | +4.7% |
| 3M | +20.0% | +41.1% | -21.1% | +12.1% |
| 6M | +39.3% | +17.2% | +22.1% | +32.4% |
| YTD | +19.8% | +5.2% | +14.5% | +15.6% |
| 1Y | +4.3% | +18.9% | -14.7% | -2.6% |
| 3Y | +7.7% | +215.9% | -208.2% | -26.0% |
| 5Y | -26.8% | -31.2% | +4.4% | -34.4% |
| All | +4.7% | -47.7% | +52.4% | -1.0% |
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