+50.1%
F vs DT
-12.5%
+62.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.4% |
| 7D | -2.1% | -5.4% | +3.3% | -1.6% |
| 30D | +3.3% | -32.2% | +35.5% | +7.4% |
| 3M | -11.3% | -10.9% | -0.4% | -10.8% |
| 6M | +5.3% | +10.0% | -4.6% | +2.6% |
| YTD | -2.2% | +2.1% | -4.3% | -3.3% |
| 1Y | -3.5% | -5.5% | +2.0% | -2.6% |
| All | +50.1% | -12.5% | +62.6% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling