+46.8%
MAR vs DT
-4.5%
+51.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.1% |
| 7D | +1.8% | +2.7% | -1.0% | +1.7% |
| 30D | +14.3% | -30.4% | +44.7% | +14.7% |
| 3M | +20.0% | -9.4% | +29.4% | +20.2% |
| 6M | +21.7% | +14.5% | +7.2% | +22.4% |
| YTD | +37.7% | +3.6% | +34.1% | +37.3% |
| 1Y | +46.8% | -3.4% | +50.2% | +46.2% |
| All | +46.8% | -4.5% | +51.4% | +46.2% |
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