+124.9%
GM vs DT
+98.4%
+26.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -4.6% | +0.1% | -4.6% | -4.7% |
| 3M | +0.2% | +24.1% | -23.9% | -5.7% |
| 6M | +12.6% | +30.1% | -17.5% | +3.3% |
| YTD | +3.7% | +16.8% | -13.1% | -2.6% |
| 1Y | +45.6% | -0.1% | +45.7% | +42.6% |
| 3Y | +162.0% | +6.8% | +155.1% | +146.2% |
| 5Y | +80.5% | -28.4% | +108.8% | +78.8% |
| All | +124.9% | +98.4% | +26.5% | +50.5% |
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