-59.8%
SMR vs DT
+12.3%
-72.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.5% | -9.3% | -8.1% |
| 7D | +10.3% | +2.7% | +7.6% | +9.8% |
| 30D | -25.7% | -30.4% | +4.6% | -22.7% |
| 3M | -49.7% | -9.4% | -40.3% | -48.9% |
| 6M | -59.8% | +14.5% | -74.3% | -61.3% |
| All | -59.8% | +12.3% | -72.1% | -61.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling