-42.2%
DT vs PL
+37.0%
-79.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.5% | -13.3% | -0.8% |
| 7D | -20.2% | +10.9% | -31.1% | -21.7% |
| 30D | -30.8% | -16.4% | -14.4% | -29.3% |
| 3M | -10.2% | -39.9% | +29.7% | -4.3% |
| 6M | +8.0% | -63.2% | +71.2% | +21.5% |
| YTD | +1.5% | -27.1% | +28.6% | -1.5% |
| 1Y | -6.9% | +12.2% | -19.1% | -17.6% |
| 3Y | -10.9% | +584.3% | -595.2% | -54.3% |
| 5Y | -42.2% | +37.0% | -79.2% | -61.0% |
| All | -42.2% | +37.0% | -79.2% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling