+45.8%
ON vs DT
+1.8%
+44.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -0.8% |
| 7D | -4.7% | -2.5% | -2.2% | -5.2% |
| 30D | -13.5% | +3.5% | -17.0% | -12.7% |
| 3M | -36.3% | +26.7% | -63.0% | -32.4% |
| 6M | +17.8% | +36.1% | -18.4% | +25.5% |
| YTD | +29.6% | +18.6% | +10.9% | +44.1% |
| 1Y | +45.8% | +7.9% | +37.9% | +68.6% |
| All | +45.8% | +1.8% | +44.0% | +68.6% |
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