-13.9%
DT vs P
+193.5%
-207.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.0% |
| 7D | -5.4% | -4.7% | -0.7% | -4.9% |
| 30D | -32.2% | -31.4% | -0.8% | -28.6% |
| 3M | -10.9% | -2.6% | -8.3% | -11.3% |
| 6M | +10.0% | +21.9% | -12.0% | +4.6% |
| YTD | +2.1% | +58.9% | -56.9% | -8.0% |
| 1Y | -5.5% | +21.7% | -27.3% | -12.0% |
| All | -13.9% | +193.5% | -207.4% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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