-13.9%
DT vs D
+74.4%
-88.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | -5.4% | -2.4% | -3.0% | -5.5% |
| 30D | -32.2% | +9.0% | -41.2% | -31.9% |
| 3M | -10.9% | +1.0% | -11.9% | -10.7% |
| 6M | +10.0% | +11.0% | -1.0% | +10.2% |
| YTD | +2.1% | +19.8% | -17.7% | +2.3% |
| 1Y | -5.5% | +16.0% | -21.5% | -5.2% |
| All | -13.9% | +74.4% | -88.3% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling