-15.8%
F vs DT
-43.6%
+27.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.6% | -24.7% | +26.3% | +7.7% |
| 30D | +2.6% | -27.4% | +30.0% | +9.4% |
| 3M | -8.8% | -11.1% | +2.3% | -7.4% |
| 6M | +4.6% | +13.7% | -9.1% | -1.1% |
| YTD | -1.9% | +0.2% | -2.1% | -5.0% |
| 1Y | -0.8% | -5.7% | +4.9% | -2.1% |
| 3Y | +43.5% | -8.1% | +51.6% | +38.9% |
| All | -15.8% | -43.6% | +27.8% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling