-6.9%
DT vs S
+37.8%
-44.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -7.5% | +1.4% | -8.9% | -8.2% |
| 30D | -31.5% | -10.8% | -20.7% | -28.3% |
| 3M | -14.0% | +5.4% | -19.4% | -17.4% |
| 6M | +6.9% | +41.2% | -34.4% | -12.5% |
| YTD | +0.3% | +56.2% | -55.9% | -23.9% |
| 1Y | -6.9% | +36.3% | -43.2% | -28.4% |
| All | -6.9% | +37.8% | -44.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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