+117.6%
DT vs SIMO
+749.9%
-632.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -3.2% |
| 7D | -3.3% | +4.2% | -7.5% | -4.1% |
| 30D | +2.0% | +4.1% | -2.0% | +0.4% |
| 3M | +20.0% | -12.9% | +32.9% | +19.2% |
| 6M | +39.3% | +110.3% | -71.1% | +7.4% |
| YTD | +19.8% | +178.6% | -158.8% | -15.9% |
| 1Y | +4.3% | +220.0% | -215.7% | -30.4% |
| 3Y | +7.7% | +409.0% | -401.3% | -39.8% |
| 5Y | -26.8% | +277.3% | -304.1% | -58.2% |
| All | +117.6% | +749.9% | -632.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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