+327.1%
NET vs DT
+9.0%
+318.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -0.8% |
| 7D | -7.0% | -3.3% | -3.7% | -4.6% |
| 30D | -4.8% | +2.0% | -6.8% | -5.8% |
| 3M | +3.8% | +20.0% | -16.2% | -9.4% |
| 6M | +50.0% | +39.3% | +10.8% | +15.7% |
| YTD | +41.5% | +19.8% | +21.7% | +21.8% |
| 1Y | +32.8% | +4.3% | +28.6% | +26.2% |
| All | +327.1% | +9.0% | +318.1% | +247.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling