+18.7%
ON vs DT
-42.7%
+61.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.2% | +7.9% | +8.7% |
| 7D | -1.4% | -20.2% | +18.8% | +6.5% |
| 30D | -10.9% | -30.8% | +19.9% | +1.5% |
| 3M | -14.9% | -10.2% | -4.6% | -12.6% |
| 6M | -33.0% | +8.0% | -41.1% | -38.3% |
| YTD | +27.6% | +1.5% | +26.2% | +18.6% |
| 1Y | +44.5% | -6.9% | +51.4% | +40.1% |
| 3Y | +7.4% | -10.9% | +18.3% | +2.7% |
| 5Y | +18.7% | -42.2% | +60.9% | +23.6% |
| All | +18.7% | -42.7% | +61.5% | +23.6% |
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 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