-5.7%
DT vs IRE
-98.3%
+92.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +39.6% | -40.2% | -0.4% |
| 7D | -24.7% | -27.2% | +2.5% | -24.7% |
| 30D | -27.4% | -75.1% | +47.8% | -27.8% |
| 3M | -11.1% | -77.9% | +66.8% | -11.7% |
| 6M | +13.7% | -94.6% | +108.3% | +12.6% |
| YTD | +0.2% | -91.5% | +91.8% | -0.9% |
| 1Y | -5.7% | -97.8% | +92.1% | -7.2% |
| All | -5.7% | -98.3% | +92.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling