-3.6%
SMR vs DT
+16.6%
-20.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +4.4% | -3.3% | +7.7% | +5.5% |
| 30D | +3.4% | +2.0% | +1.4% | +2.4% |
| 3M | -19.2% | +20.0% | -39.2% | -24.7% |
| 6M | -22.6% | +39.3% | -61.9% | -32.4% |
| YTD | -31.5% | +19.8% | -51.3% | -37.1% |
| 1Y | -73.1% | +4.3% | -77.4% | -74.0% |
| 3Y | +55.0% | +7.7% | +47.3% | +50.1% |
| All | -3.6% | +16.6% | -20.2% | -10.1% |
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