+4.3%
DT vs PR
+76.5%
-72.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.9% |
| 7D | -3.3% | +2.9% | -6.2% | -2.9% |
| 30D | +2.0% | +18.0% | -16.0% | +4.6% |
| 3M | +20.0% | +16.9% | +3.1% | +23.0% |
| 6M | +39.3% | +28.2% | +11.1% | +43.7% |
| YTD | +19.8% | +69.3% | -49.6% | +27.2% |
| 1Y | +4.3% | +69.5% | -65.2% | +6.4% |
| All | +4.3% | +76.5% | -72.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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