+6.6%
O vs DT
+1.4%
+5.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.3% | -0.5% | -1.7% | -2.3% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | -0.6% | +24.1% | -24.7% | +0.4% |
| 6M | -5.0% | +30.1% | -35.1% | -3.5% |
| YTD | +10.4% | +16.8% | -6.4% | +12.9% |
| 1Y | +6.6% | -0.1% | +6.7% | +10.5% |
| All | +6.6% | +1.4% | +5.2% | +10.5% |
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