-39.9%
DT vs IT
-43.9%
+4.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -7.5% | -7.5% | 0.0% | -3.9% |
| 30D | -31.5% | -1.2% | -30.3% | -31.2% |
| 3M | -14.0% | -2.2% | -11.8% | -14.0% |
| 6M | +6.9% | +19.1% | -12.2% | -6.2% |
| YTD | +0.3% | -25.1% | +25.5% | +12.4% |
| 1Y | -6.9% | -17.4% | +10.5% | -1.8% |
| 3Y | -13.9% | -54.1% | +40.2% | +21.6% |
| 5Y | -39.9% | -42.7% | +2.7% | -33.5% |
| All | -39.9% | -43.9% | +4.0% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling