+83.2%
DT vs PR
+325.8%
-242.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.9% | -1.7% | -6.2% |
| 7D | -28.3% | -16.5% | -11.8% | -27.3% |
| 30D | -28.4% | -4.5% | -23.9% | -28.1% |
| 3M | -14.1% | +8.5% | -22.6% | -14.7% |
| 6M | +13.2% | -3.3% | +16.5% | +13.1% |
| YTD | +0.8% | +55.7% | -54.9% | -3.3% |
| 1Y | -7.8% | +82.0% | -89.8% | -12.8% |
| 3Y | -8.3% | +62.5% | -70.8% | -13.1% |
| 5Y | -42.7% | +223.9% | -266.6% | -49.3% |
| All | +83.2% | +325.8% | -242.5% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling