-7.6%
DT vs PR
+61.1%
-68.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.9% | -1.7% | -5.9% |
| 7D | -28.3% | -16.5% | -11.8% | -26.5% |
| 30D | -28.4% | -4.5% | -23.9% | -27.8% |
| 3M | -14.1% | +8.5% | -22.6% | -15.1% |
| 6M | +13.2% | -3.3% | +16.5% | +13.6% |
| YTD | +0.8% | +55.7% | -54.9% | -8.2% |
| 1Y | -7.8% | +82.0% | -89.8% | -19.2% |
| All | -7.6% | +61.1% | -68.7% | -17.1% |
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