-4.2%
DT vs USFR
+4.1%
-8.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | 0.0% |
| 7D | +3.1% | +0.1% | +3.1% | +3.7% |
| 30D | -29.5% | +0.4% | -29.9% | -27.6% |
| 3M | -11.7% | +1.1% | -12.8% | -6.7% |
| 6M | +29.0% | +2.0% | +27.0% | +42.7% |
| YTD | +3.4% | +3.5% | -0.1% | +34.2% |
| 1Y | -4.2% | +4.1% | -8.3% | +43.3% |
| All | -4.2% | +4.1% | -8.3% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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