+3.7%
DT vs IT
-51.4%
+55.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.4% | +4.3% | -0.3% |
| 7D | -4.9% | -9.1% | +4.3% | -1.5% |
| 30D | +2.7% | -7.0% | +9.7% | +5.2% |
| 3M | +20.0% | +7.6% | +12.3% | +14.5% |
| 6M | +28.0% | +2.1% | +25.9% | +24.2% |
| YTD | +16.0% | -31.6% | +47.6% | +29.2% |
| 1Y | +0.7% | -29.9% | +30.6% | +10.7% |
| All | +3.7% | -51.4% | +55.1% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling