+159.3%
MAR vs DT
+103.5%
+55.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.5% |
| 7D | -4.2% | -3.3% | -0.9% | -3.4% |
| 30D | -6.7% | +2.0% | -8.7% | -7.4% |
| 3M | -12.5% | +20.0% | -32.5% | -17.0% |
| 6M | +0.6% | +39.3% | -38.7% | -9.4% |
| YTD | +9.1% | +19.8% | -10.6% | +1.9% |
| 1Y | +26.2% | +4.3% | +21.9% | +22.0% |
| 3Y | +68.2% | +7.7% | +60.5% | +58.8% |
| 5Y | +163.9% | -26.8% | +190.7% | +161.9% |
| All | +159.3% | +103.5% | +55.8% | +65.9% |
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 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