-26.7%
DT vs M
+27.3%
-53.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.2% |
| 7D | -3.3% | +4.7% | -8.0% | -4.3% |
| 30D | +2.0% | -9.6% | +11.7% | +4.2% |
| 3M | +20.0% | +0.9% | +19.1% | +19.1% |
| 6M | +39.3% | +22.3% | +17.0% | +31.9% |
| YTD | +19.8% | +6.5% | +13.2% | +16.2% |
| 1Y | +4.3% | +38.8% | -34.5% | -5.5% |
| 3Y | +7.7% | +115.9% | -108.2% | -19.6% |
| All | -26.7% | +27.3% | -53.9% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling