+11.5%
O vs DT
-43.4%
+54.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +3.7% | -24.7% | +28.4% | +5.8% |
| 30D | +11.2% | -27.4% | +38.6% | +13.6% |
| 3M | -4.0% | -11.1% | +7.1% | -3.5% |
| 6M | -5.2% | +13.7% | -18.9% | -7.1% |
| YTD | +9.5% | +0.2% | +9.2% | +8.4% |
| 1Y | +10.6% | -5.7% | +16.3% | +10.2% |
| 3Y | +38.1% | -8.1% | +46.2% | +36.2% |
| All | +11.5% | -43.4% | +54.9% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling