-3.4%
DT vs S
+29.4%
-32.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +4.3% |
| 7D | +2.7% | +4.1% | -1.3% | +0.5% |
| 30D | -30.4% | -7.2% | -23.2% | -28.4% |
| 3M | -9.4% | 0.0% | -9.4% | -11.1% |
| 6M | +14.5% | +41.6% | -27.1% | -6.8% |
| YTD | +3.6% | +48.6% | -45.0% | -19.8% |
| 1Y | -3.4% | +30.0% | -33.5% | -24.2% |
| All | -3.4% | +29.4% | -32.9% | -24.2% |
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