+117.6%
DT vs D
+20.9%
+96.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | +2.0% | -3.6% | +5.6% | +2.9% |
| 3M | +20.0% | -1.0% | +21.0% | +20.1% |
| 6M | +39.3% | +6.3% | +33.0% | +36.6% |
| YTD | +19.8% | +14.7% | +5.0% | +15.0% |
| 1Y | +4.3% | +16.9% | -12.7% | -0.6% |
| 3Y | +7.7% | +56.8% | -49.1% | -7.7% |
| 5Y | -26.8% | +5.2% | -32.0% | -29.4% |
| All | +117.6% | +20.9% | +96.7% | +81.8% |
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