+155.1%
IR vs DT
+103.5%
+51.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -2.8% | -3.3% | +0.5% | -2.1% |
| 30D | -15.1% | +2.0% | -17.2% | -15.6% |
| 3M | +6.1% | +20.0% | -13.9% | +1.2% |
| 6M | -16.8% | +39.3% | -56.1% | -24.3% |
| YTD | -3.5% | +19.8% | -23.3% | -9.4% |
| 1Y | -3.5% | +4.3% | -7.8% | -6.3% |
| 3Y | +9.5% | +7.7% | +1.8% | +4.3% |
| 5Y | +45.1% | -26.8% | +71.9% | +43.2% |
| All | +155.1% | +103.5% | +51.6% | +88.3% |
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