+8.5%
DT vs P
+158.6%
-150.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -3.3% | +6.5% | -9.8% | -4.2% |
| 30D | +2.0% | +18.8% | -16.8% | -1.2% |
| 3M | +20.0% | +26.7% | -6.7% | +14.3% |
| 6M | +39.3% | +62.2% | -22.9% | +25.7% |
| YTD | +19.8% | +48.5% | -28.7% | +9.3% |
| 1Y | +4.3% | +26.4% | -22.1% | -3.9% |
| All | +8.5% | +158.6% | -150.1% | -18.3% |
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