+38.9%
O vs DT
-11.2%
+50.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +3.7% | -24.7% | +28.4% | +3.7% |
| 30D | +11.2% | -27.4% | +38.6% | +11.2% |
| 3M | -4.0% | -11.1% | +7.1% | -4.1% |
| 6M | -5.2% | +13.7% | -18.9% | -5.7% |
| YTD | +9.5% | +0.2% | +9.2% | +9.7% |
| 1Y | +10.6% | -5.7% | +16.3% | +11.2% |
| All | +38.9% | -11.2% | +50.1% | +36.4% |
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