+82.1%
DT vs D
+26.0%
+56.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -24.7% | +3.0% | -27.7% | -25.2% |
| 30D | -27.4% | +11.5% | -38.9% | -29.2% |
| 3M | -11.1% | +3.7% | -14.8% | -11.9% |
| 6M | +13.7% | +13.5% | +0.1% | +9.9% |
| YTD | +0.2% | +20.7% | -20.5% | -4.9% |
| 1Y | -5.7% | +18.2% | -23.9% | -10.2% |
| 3Y | -8.1% | +73.3% | -81.4% | -23.3% |
| 5Y | -43.1% | +12.3% | -55.3% | -46.0% |
| All | +82.1% | +26.0% | +56.2% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling