-5.7%
DT vs Q
+19.7%
-25.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -25.5% | -3.3% | -22.3% | -25.5% |
| 30D | -22.3% | -9.7% | -12.6% | -22.4% |
| 3M | +2.3% | -16.1% | +18.4% | +2.3% |
| 6M | +20.7% | -15.7% | +36.4% | +19.5% |
| YTD | +7.9% | +45.7% | -37.8% | -1.6% |
| 1Y | -5.7% | +18.0% | -23.8% | -11.8% |
| All | -5.7% | +19.7% | -25.4% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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