+83.2%
DT vs RF
+140.7%
-57.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.4% | -5.9% |
| 7D | -28.3% | -1.6% | -26.7% | -27.9% |
| 30D | -28.4% | +5.0% | -33.4% | -29.4% |
| 3M | -14.1% | -10.0% | -4.1% | -11.3% |
| 6M | +13.2% | +3.3% | +9.8% | +11.8% |
| YTD | +0.8% | +7.9% | -7.1% | -2.4% |
| 1Y | -7.8% | +21.2% | -29.0% | -14.1% |
| 3Y | -8.3% | +105.8% | -114.1% | -28.8% |
| 5Y | -42.7% | +43.7% | -86.5% | -51.2% |
| All | +83.2% | +140.7% | -57.4% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling