+28.4%
DT vs OPEN
-70.7%
+99.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.7% |
| 7D | -3.3% | -4.3% | +1.0% | -2.8% |
| 30D | +2.0% | -16.2% | +18.3% | +4.0% |
| 3M | +20.0% | -36.4% | +56.4% | +25.7% |
| 6M | +39.3% | -35.5% | +74.7% | +45.0% |
| YTD | +19.8% | -46.0% | +65.7% | +26.3% |
| 1Y | +4.3% | -47.1% | +51.4% | +4.4% |
| 3Y | +7.7% | -19.0% | +26.7% | -14.3% |
| 5Y | -26.8% | -83.6% | +56.7% | -32.9% |
| All | +28.4% | -70.7% | +99.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 all: compounded portfolio wealth divided by compounded OPEN 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…
all analysis · Full analysis span regression · 6 months rolling