-43.0%
DT vs PL
+20.8%
-63.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -2.1% |
| 7D | -24.7% | -6.8% | -17.9% | -24.1% |
| 30D | -27.4% | -29.3% | +1.9% | -24.0% |
| 3M | -11.1% | -44.8% | +33.7% | -4.1% |
| 6M | +13.7% | -68.4% | +82.1% | +30.4% |
| YTD | +0.2% | -36.4% | +36.6% | -0.7% |
| 1Y | -5.7% | +0.7% | -6.4% | -15.2% |
| 3Y | -8.1% | +455.3% | -463.4% | -50.9% |
| All | -43.0% | +20.8% | -63.8% | -60.6% |
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