+131.6%
IBM vs DT
+72.4%
+59.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | -2.5% | -20.2% | +17.7% | +0.6% |
| 30D | +8.4% | -30.8% | +39.1% | +14.1% |
| 3M | +4.5% | -10.2% | +14.7% | +5.8% |
| 6M | +7.9% | +8.0% | -0.1% | +6.1% |
| YTD | -15.2% | +1.5% | -16.7% | -16.2% |
| 1Y | -17.6% | -6.9% | -10.7% | -17.7% |
| 3Y | +82.1% | -10.9% | +93.0% | +81.2% |
| 5Y | +143.3% | -42.2% | +185.5% | +150.0% |
| All | +131.6% | +72.4% | +59.1% | +87.7% |
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