-52.1%
SMR vs DT
+0.9%
-53.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.5% | -9.3% | -8.3% |
| 7D | +10.3% | +2.7% | +7.6% | +9.3% |
| 30D | -25.7% | -30.4% | +4.6% | -16.8% |
| 3M | -49.7% | -9.4% | -40.3% | -48.6% |
| 6M | -59.8% | +14.5% | -74.3% | -62.6% |
| YTD | -66.0% | +3.6% | -69.6% | -67.5% |
| 1Y | -81.4% | -3.4% | -78.0% | -81.8% |
| 3Y | +130.6% | -11.1% | +141.7% | +134.6% |
| All | -52.1% | +0.9% | -53.0% | -53.5% |
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 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