+117.6%
DT vs PR
+363.0%
-245.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -3.3% | +2.9% | -6.2% | -3.5% |
| 30D | +2.0% | +18.0% | -16.0% | +0.6% |
| 3M | +20.0% | +16.9% | +3.1% | +18.2% |
| 6M | +39.3% | +28.2% | +11.1% | +36.0% |
| YTD | +19.8% | +69.3% | -49.6% | +14.1% |
| 1Y | +4.3% | +69.5% | -65.2% | -0.8% |
| 3Y | +7.7% | +81.7% | -74.0% | +1.0% |
| 5Y | -26.8% | +422.2% | -449.1% | -37.0% |
| All | +117.6% | +363.0% | -245.4% | +74.2% |
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