+263.2%
ON vs DT
+103.5%
+159.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | +2.4% | -3.3% | +5.7% | +3.8% |
| 30D | -3.3% | +2.0% | -5.3% | -4.5% |
| 3M | -43.6% | +20.0% | -63.6% | -49.1% |
| 6M | +19.0% | +39.3% | -20.3% | -3.0% |
| YTD | +37.4% | +19.8% | +17.6% | +19.4% |
| 1Y | +54.8% | +4.3% | +50.5% | +43.3% |
| 3Y | -25.2% | +7.7% | -32.9% | -33.7% |
| 5Y | +62.7% | -26.8% | +89.6% | +62.2% |
| All | +263.2% | +103.5% | +159.7% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling