-6.9%
DT vs PL
+7.9%
-14.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -7.5% | +5.6% | -13.2% | -7.7% |
| 30D | -31.5% | -16.9% | -14.6% | -31.5% |
| 3M | -14.0% | -38.2% | +24.2% | -13.8% |
| 6M | +6.9% | -63.4% | +70.3% | +7.6% |
| YTD | +0.3% | -27.6% | +28.0% | -0.4% |
| 1Y | -6.9% | +6.6% | -13.5% | -7.8% |
| All | -6.9% | +7.9% | -14.8% | -7.8% |
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