+6.1%
SO vs DT
-6.5%
+12.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | 0.0% |
| 7D | -0.1% | -7.5% | +7.4% | -0.6% |
| 30D | +8.7% | -31.5% | +40.2% | +5.9% |
| 3M | +3.4% | -14.0% | +17.4% | +2.5% |
| 6M | +3.7% | +6.9% | -3.1% | +4.4% |
| YTD | +10.0% | +0.3% | +9.7% | +9.5% |
| All | +6.1% | -6.5% | +12.7% | +5.0% |
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