+8.0%
EW vs DT
+1.4%
+6.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -6.4% | +0.1% | -6.4% | -6.4% |
| 3M | -1.6% | +24.1% | -25.7% | -3.0% |
| 6M | +2.3% | +30.1% | -27.8% | -0.1% |
| YTD | +1.1% | +16.8% | -15.7% | +0.5% |
| 1Y | +8.0% | -0.1% | +8.1% | +9.2% |
| All | +8.0% | +1.4% | +6.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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