+322.4%
NET vs DT
-2.2%
+324.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.2% |
| 7D | -16.4% | -25.5% | +9.2% | +0.3% |
| 30D | -25.8% | -22.3% | -3.5% | -13.5% |
| 3M | -11.5% | +2.3% | -13.9% | -14.3% |
| 6M | +18.9% | +20.7% | -1.8% | +1.5% |
| YTD | +35.2% | +7.9% | +27.3% | +24.0% |
| 1Y | +14.5% | -5.7% | +20.2% | +15.0% |
| All | +322.4% | -2.2% | +324.6% | +252.0% |
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