+4.3%
DT vs D
+15.7%
-11.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.9% |
| 7D | -3.3% | +0.4% | -3.7% | -3.2% |
| 30D | +2.0% | -3.6% | +5.6% | +1.2% |
| 3M | +20.0% | -1.0% | +21.0% | +19.5% |
| 6M | +39.3% | +6.3% | +33.0% | +39.5% |
| YTD | +19.8% | +14.7% | +5.0% | +24.7% |
| 1Y | +4.3% | +16.9% | -12.7% | +10.0% |
| All | +4.3% | +15.7% | -11.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling