-43.0%
DT vs RF
+42.5%
-85.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -24.7% | -0.9% | -23.8% | -24.4% |
| 30D | -27.4% | +6.0% | -33.4% | -28.9% |
| 3M | -11.1% | -8.9% | -2.2% | -8.0% |
| 6M | +13.7% | +2.3% | +11.3% | +12.4% |
| YTD | +0.2% | +7.6% | -7.3% | -3.7% |
| 1Y | -5.7% | +21.2% | -26.9% | -13.8% |
| 3Y | -8.1% | +108.5% | -116.7% | -34.6% |
| All | -43.0% | +42.5% | -85.5% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling