-7.0%
DT vs PR
+68.0%
-75.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.5% |
| 7D | -24.7% | -16.4% | -8.3% | -25.9% |
| 30D | -27.4% | -1.9% | -25.5% | -26.8% |
| 3M | -11.1% | +8.0% | -19.1% | -8.7% |
| 6M | +13.7% | +4.1% | +9.6% | +16.9% |
| YTD | +0.2% | +58.7% | -58.5% | +9.4% |
| All | -7.0% | +68.0% | -75.0% | +1.0% |
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