-3.4%
DT vs PL
+10.1%
-13.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.5% |
| 7D | +2.7% | +22.3% | -19.5% | +2.4% |
| 30D | -30.4% | -8.3% | -22.0% | -30.3% |
| 3M | -9.4% | -43.3% | +33.9% | -9.1% |
| 6M | +14.5% | -65.8% | +80.3% | +15.4% |
| YTD | +3.6% | -29.5% | +33.1% | +2.8% |
| 1Y | -3.4% | +11.7% | -15.2% | -4.7% |
| All | -3.4% | +10.1% | -13.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling