+10.8%
O vs DT
+4.0%
+6.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.9% |
| 7D | -0.7% | -3.3% | +2.6% | -0.9% |
| 30D | -1.9% | +2.0% | -3.9% | -1.8% |
| 3M | +3.8% | +20.0% | -16.2% | +4.7% |
| 6M | -4.7% | +39.3% | -44.0% | -3.0% |
| YTD | +12.5% | +19.8% | -7.3% | +15.2% |
| 1Y | +10.8% | +4.3% | +6.6% | +15.3% |
| All | +10.8% | +4.0% | +6.8% | +15.3% |
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 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