+46.1%
EW vs DT
+72.4%
-26.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.2% |
| 7D | +12.3% | -20.2% | +32.5% | +17.7% |
| 30D | +22.9% | -30.8% | +53.6% | +33.0% |
| 3M | +16.7% | -10.2% | +26.9% | +18.4% |
| 6M | +31.0% | +8.0% | +22.9% | +25.9% |
| YTD | +22.8% | +1.5% | +21.4% | +18.8% |
| 1Y | +25.6% | -6.9% | +32.4% | +24.1% |
| 3Y | +62.0% | -10.9% | +72.9% | +58.2% |
| 5Y | -12.8% | -42.2% | +29.4% | -9.5% |
| All | +46.1% | +72.4% | -26.4% | +2.9% |
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