+121.4%
F vs DT
+103.5%
+17.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +5.3% | -3.3% | +8.6% | +6.1% |
| 30D | +4.6% | +2.0% | +2.5% | +3.9% |
| 3M | -3.7% | +20.0% | -23.7% | -8.3% |
| 6M | +16.8% | +39.3% | -22.5% | +5.6% |
| YTD | +15.3% | +19.8% | -4.5% | +7.9% |
| 1Y | +31.0% | +4.3% | +26.7% | +27.0% |
| 3Y | +45.4% | +7.7% | +37.7% | +36.9% |
| 5Y | +54.7% | -26.8% | +81.5% | +51.5% |
| All | +121.4% | +103.5% | +17.8% | +53.2% |
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