-75.5%
SMR vs DT
+6.2%
-81.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.7% | -15.0% | -15.5% |
| 7D | -11.2% | -1.6% | -9.6% | -11.0% |
| 30D | -10.2% | +3.0% | -13.3% | -11.2% |
| 3M | -10.0% | +26.5% | -36.5% | -17.3% |
| 6M | -30.5% | +35.9% | -66.4% | -38.3% |
| YTD | -39.2% | +17.8% | -57.1% | -43.2% |
| 1Y | -75.5% | +4.1% | -79.6% | -74.5% |
| All | -75.5% | +6.2% | -81.7% | -74.5% |
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