+30.1%
DT vs VIAV
+44.4%
-14.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.8% |
| 7D | -0.5% | +13.6% | -14.1% | +1.3% |
| 30D | +0.1% | +5.3% | -5.3% | +1.0% |
| 3M | +24.1% | -15.6% | +39.7% | +22.8% |
| 6M | +30.1% | +34.0% | -3.9% | +37.7% |
| All | +30.1% | +44.4% | -14.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 6mo: compounded portfolio wealth divided by compounded VIAV 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…
6mo analysis · Full analysis span regression · 6 months rolling