+7.9%
DT vs IT
-30.3%
+38.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -2.5% | -12.7% | +10.2% | +2.4% |
| 30D | +3.5% | -8.9% | +12.4% | +6.9% |
| 3M | +26.7% | +10.1% | +16.6% | +19.9% |
| 6M | +36.1% | +7.3% | +28.9% | +29.4% |
| YTD | +18.6% | -32.4% | +51.0% | +30.0% |
| 1Y | +7.9% | -26.6% | +34.5% | +15.9% |
| All | +7.9% | -30.3% | +38.2% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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