-8.1%
DT vs S
+34.5%
-42.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -24.7% | -13.4% | -11.3% | -20.8% |
| 30D | -27.4% | -14.0% | -13.4% | -23.7% |
| 3M | -11.1% | +4.9% | -16.0% | -13.4% |
| 6M | +13.7% | +42.0% | -28.3% | -0.5% |
| YTD | +0.2% | +45.1% | -44.9% | -13.3% |
| 1Y | -5.7% | +33.1% | -38.8% | -16.9% |
| 3Y | -8.1% | +40.6% | -48.8% | -20.0% |
| All | -8.1% | +34.5% | -42.6% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling