+47.6%
ON vs DT
-5.1%
+52.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -2.0% |
| 7D | -5.8% | -25.5% | +19.7% | -11.0% |
| 30D | -17.1% | -22.3% | +5.2% | -20.8% |
| 3M | -11.8% | +2.3% | -14.2% | -8.7% |
| 6M | -30.2% | +20.7% | -50.9% | -23.8% |
| YTD | +31.6% | +7.9% | +23.6% | +44.9% |
| 1Y | +47.6% | -5.7% | +53.3% | +61.6% |
| All | +47.6% | -5.1% | +52.7% | +61.6% |
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