+103.9%
SO vs DT
+103.5%
+0.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -0.2% | -3.3% | +3.1% | +0.1% |
| 30D | -4.6% | +2.0% | -6.6% | -4.8% |
| 3M | -3.0% | +20.0% | -23.0% | -4.4% |
| 6M | -8.3% | +39.3% | -47.5% | -10.8% |
| YTD | +3.5% | +19.8% | -16.2% | +1.7% |
| 1Y | -0.9% | +4.3% | -5.2% | -1.7% |
| 3Y | +45.4% | +7.7% | +37.7% | +42.2% |
| 5Y | +59.6% | -26.8% | +86.4% | +60.1% |
| All | +103.9% | +103.5% | +0.4% | +56.2% |
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