-6.9%
DT vs SM
+64.7%
-71.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.1% |
| 7D | -7.5% | -19.5% | +12.0% | -7.0% |
| 30D | -31.5% | -20.2% | -11.3% | -31.0% |
| 3M | -14.0% | -6.5% | -7.5% | -13.5% |
| 6M | +6.9% | +1.6% | +5.3% | +6.8% |
| YTD | +0.3% | +61.2% | -60.9% | -4.0% |
| 1Y | -6.9% | +65.4% | -72.3% | -11.8% |
| All | -6.9% | +64.7% | -71.6% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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