-4.6%
DT vs PL
+84.9%
-89.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.4% |
| 7D | -3.3% | -9.3% | +6.0% | -2.1% |
| 30D | +2.0% | -18.9% | +21.0% | +4.9% |
| 3M | +20.0% | -58.4% | +78.4% | +34.3% |
| 6M | +39.3% | -30.3% | +69.6% | +39.7% |
| YTD | +19.8% | -8.1% | +27.9% | +13.3% |
| 1Y | +4.3% | +180.5% | -176.2% | -23.2% |
| 3Y | +7.7% | +444.1% | -436.4% | -38.9% |
| 5Y | -26.8% | +83.0% | -109.9% | -54.7% |
| All | -4.6% | +84.9% | -89.5% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling