-28.8%
DT vs IT
-44.8%
+16.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.4% | +4.3% | +0.7% |
| 7D | -4.9% | -9.1% | +4.3% | -0.3% |
| 30D | +2.7% | -7.0% | +9.7% | +6.1% |
| 3M | +20.0% | +7.6% | +12.3% | +12.0% |
| 6M | +28.0% | +2.1% | +25.9% | +22.3% |
| YTD | +16.0% | -31.6% | +47.6% | +37.1% |
| 1Y | +0.7% | -29.9% | +30.6% | +16.1% |
| 3Y | +6.2% | -51.3% | +57.5% | +39.1% |
| All | -28.8% | -44.8% | +16.0% | -20.3% |
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