+45.1%
EW vs DT
+70.5%
-25.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +9.3% | -7.5% | +16.8% | +11.1% |
| 30D | +22.1% | -31.5% | +53.6% | +32.4% |
| 3M | +13.0% | -14.0% | +27.0% | +15.8% |
| 6M | +30.1% | +6.9% | +23.2% | +25.3% |
| YTD | +22.0% | +0.3% | +21.7% | +18.4% |
| 1Y | +23.7% | -6.9% | +30.6% | +22.2% |
| 3Y | +62.0% | -13.9% | +75.9% | +59.6% |
| 5Y | -12.4% | -39.9% | +27.5% | -10.0% |
| All | +45.1% | +70.5% | -25.5% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling