-10.9%
DT vs RF
+115.2%
-126.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | -20.2% | -0.1% | -20.1% | -20.1% |
| 30D | -30.8% | +7.0% | -37.8% | -32.1% |
| 3M | -10.2% | -7.0% | -3.2% | -8.3% |
| 6M | +8.0% | +6.8% | +1.3% | +5.7% |
| YTD | +1.5% | +9.9% | -8.5% | -2.5% |
| 1Y | -6.9% | +21.1% | -28.0% | -13.8% |
| 3Y | -10.9% | +119.6% | -130.5% | -27.8% |
| All | -10.9% | +115.2% | -126.1% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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