+121.0%
IBM vs DT
+103.5%
+17.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -0.3% | -3.3% | +3.0% | +0.2% |
| 30D | +0.3% | +2.0% | -1.8% | -0.1% |
| 3M | -21.6% | +20.0% | -41.6% | -23.8% |
| 6M | -4.7% | +39.3% | -44.0% | -9.4% |
| YTD | -19.1% | +19.8% | -38.8% | -21.7% |
| 1Y | -2.5% | +4.3% | -6.8% | -4.3% |
| 3Y | +74.2% | +7.7% | +66.5% | +69.0% |
| 5Y | +113.1% | -26.8% | +140.0% | +111.7% |
| All | +121.0% | +103.5% | +17.5% | +75.3% |
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