-8.1%
DT vs PL
+455.3%
-463.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -1.4% |
| 7D | -24.7% | -6.8% | -17.9% | -24.4% |
| 30D | -27.4% | -29.3% | +1.9% | -25.7% |
| 3M | -11.1% | -44.8% | +33.7% | -7.6% |
| 6M | +13.7% | -68.4% | +82.1% | +22.0% |
| YTD | +0.2% | -36.4% | +36.6% | -0.5% |
| 1Y | -5.7% | +0.7% | -6.4% | -11.3% |
| 3Y | -8.1% | +455.3% | -463.4% | -32.1% |
| All | -8.1% | +455.3% | -463.4% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling