+3.7%
SO vs DT
-5.1%
+8.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.7% |
| 7D | +1.7% | -25.5% | +27.3% | -0.1% |
| 30D | +11.1% | -22.3% | +33.4% | +9.4% |
| 3M | +0.7% | +2.3% | -1.7% | +1.0% |
| 6M | -1.4% | +20.7% | -22.1% | 0.0% |
| YTD | +9.4% | +7.9% | +1.5% | +10.4% |
| 1Y | +3.7% | -5.7% | +9.5% | +6.1% |
| All | +3.7% | -5.1% | +8.9% | +6.1% |
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 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