+3.9%
DT vs D
+18.4%
-14.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.7% |
| 7D | -3.3% | +1.5% | -4.8% | -3.0% |
| 30D | +2.0% | -2.6% | +4.6% | +1.4% |
| 3M | +20.0% | 0.0% | +20.0% | +19.8% |
| 6M | +39.3% | +7.4% | +31.9% | +39.8% |
| YTD | +19.8% | +15.9% | +3.9% | +25.0% |
| All | +3.9% | +18.4% | -14.5% | +9.9% |
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