-27.4%
ON vs DT
+3.8%
-31.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.9% |
| 7D | -2.2% | -4.9% | +2.7% | -1.3% |
| 30D | -12.4% | +2.7% | -15.1% | -12.9% |
| 3M | -41.2% | +20.0% | -61.2% | -43.7% |
| 6M | +25.0% | +28.0% | -3.0% | +15.7% |
| YTD | +31.3% | +16.0% | +15.2% | +26.4% |
| 1Y | +45.4% | +0.7% | +44.7% | +49.3% |
| 3Y | -27.4% | +6.2% | -33.6% | -33.4% |
| All | -27.4% | +3.8% | -31.2% | -33.4% |
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