-8.1%
DT vs PR
+64.2%
-72.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -24.7% | -16.4% | -8.3% | -22.8% |
| 30D | -27.4% | -1.9% | -25.5% | -27.1% |
| 3M | -11.1% | +8.0% | -19.1% | -12.1% |
| 6M | +13.7% | +4.1% | +9.6% | +12.7% |
| YTD | +0.2% | +58.7% | -58.5% | -9.1% |
| 1Y | -5.7% | +75.8% | -81.5% | -16.5% |
| 3Y | -8.1% | +73.2% | -81.3% | -17.8% |
| All | -8.1% | +64.2% | -72.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling