-3.5%
IR vs DT
+4.0%
-7.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.2% |
| 7D | -2.8% | -3.3% | +0.5% | -3.0% |
| 30D | -15.1% | +2.0% | -17.2% | -15.0% |
| 3M | +6.1% | +20.0% | -13.9% | +7.8% |
| 6M | -16.8% | +39.3% | -56.1% | -13.3% |
| YTD | -3.5% | +19.8% | -23.3% | +0.3% |
| 1Y | -3.5% | +4.3% | -7.8% | +2.0% |
| All | -3.5% | +4.0% | -7.5% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling