+114.1%
DT vs IDXX
+88.0%
+26.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.6% | -5.7% | +4.1% | +1.5% |
| 30D | +3.0% | -11.5% | +14.6% | +9.9% |
| 3M | +26.5% | -9.5% | +36.0% | +32.6% |
| 6M | +35.9% | -16.0% | +51.9% | +47.5% |
| YTD | +17.8% | -25.4% | +43.2% | +35.9% |
| 1Y | +4.1% | -21.8% | +25.8% | +15.3% |
| 3Y | +5.3% | +7.0% | -1.7% | -11.7% |
| 5Y | -27.2% | -26.0% | -1.2% | -22.3% |
| All | +114.1% | +88.0% | +26.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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