+117.6%
DT vs RF
+157.7%
-40.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.3% | +1.3% | -4.6% | -3.7% |
| 30D | +2.0% | -3.6% | +5.7% | +3.2% |
| 3M | +20.0% | +8.1% | +11.9% | +17.0% |
| 6M | +39.3% | +11.5% | +27.8% | +34.0% |
| YTD | +19.8% | +15.6% | +4.2% | +13.5% |
| 1Y | +4.3% | +15.7% | -11.4% | -1.4% |
| 3Y | +7.7% | +86.9% | -79.2% | -14.1% |
| 5Y | -26.8% | +89.8% | -116.6% | -42.2% |
| All | +117.6% | +157.7% | -40.1% | +41.8% |
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 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