+44.1%
IR vs DT
-43.6%
+87.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +3.7% | -24.7% | +28.4% | +10.0% |
| 30D | +7.4% | -27.4% | +34.8% | +14.8% |
| 3M | -5.9% | -11.1% | +5.2% | -4.4% |
| 6M | +5.6% | +13.7% | -8.1% | 0.0% |
| YTD | +4.8% | +0.2% | +4.6% | +1.6% |
| 1Y | +6.9% | -5.7% | +12.6% | +5.4% |
| 3Y | +27.6% | -8.1% | +35.7% | +24.8% |
| All | +44.1% | -43.6% | +87.7% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling