+29.0%
DT vs IT
+26.4%
+2.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +3.1% | +1.1% | +2.1% | +2.8% |
| 30D | -29.5% | -1.8% | -27.7% | -28.2% |
| 3M | -11.7% | +4.8% | -16.6% | -11.7% |
| 6M | +29.0% | +33.0% | -4.0% | +19.7% |
| All | +29.0% | +26.4% | +2.6% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling