+89.7%
F vs DT
+71.4%
+18.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.5% | +0.4% |
| 7D | +1.4% | -28.3% | +29.7% | +9.0% |
| 30D | +2.0% | -28.4% | +30.5% | +9.5% |
| 3M | -10.4% | -14.1% | +3.7% | -8.1% |
| 6M | +9.7% | +13.2% | -3.4% | +4.0% |
| YTD | -1.2% | +0.8% | -2.0% | -4.5% |
| 1Y | 0.0% | -7.8% | +7.8% | -1.0% |
| 3Y | +41.1% | -8.3% | +49.4% | +36.9% |
| 5Y | -11.4% | -42.7% | +31.3% | -8.7% |
| All | +89.7% | +71.4% | +18.3% | +35.6% |
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 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