+43.7%
ON vs DT
-6.5%
+50.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.6% |
| 7D | -4.1% | -7.5% | +3.4% | -5.4% |
| 30D | -10.2% | -31.5% | +21.3% | -16.3% |
| 3M | -12.7% | -14.0% | +1.3% | -13.5% |
| 6M | -32.5% | +6.9% | -39.4% | -27.6% |
| YTD | +28.6% | +0.3% | +28.2% | +42.2% |
| All | +43.7% | -6.5% | +50.3% | +60.3% |
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