-12.8%
DT vs M
+158.0%
-170.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | +3.1% | +7.0% | -3.9% | +2.3% |
| 30D | -29.5% | +8.9% | -38.4% | -30.2% |
| 3M | -11.7% | +4.5% | -16.2% | -12.2% |
| 6M | +29.0% | +36.2% | -7.2% | +23.9% |
| YTD | +3.4% | +15.1% | -11.8% | +0.9% |
| 1Y | -4.2% | +27.4% | -31.7% | -8.0% |
| 3Y | -12.8% | +160.1% | -173.0% | -23.5% |
| All | -12.8% | +158.0% | -170.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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