+39.3%
DT vs IP
-8.6%
+47.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.6% |
| 7D | -3.3% | -5.3% | +2.0% | -3.3% |
| 30D | +2.0% | -10.9% | +12.9% | +2.0% |
| 3M | +20.0% | +11.2% | +8.8% | +20.8% |
| 6M | +39.3% | -10.2% | +49.5% | +37.9% |
| All | +39.3% | -8.6% | +47.9% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 6mo: compounded portfolio wealth divided by compounded IP 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…
6mo analysis · Full analysis span regression · 6 months rolling