+116.8%
SO vs DT
+70.5%
+46.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.1% | -7.5% | +7.4% | +0.4% |
| 30D | +8.7% | -31.5% | +40.2% | +11.2% |
| 3M | +3.4% | -14.0% | +17.4% | +4.1% |
| 6M | +3.7% | +6.9% | -3.1% | +2.6% |
| YTD | +10.0% | +0.3% | +9.7% | +9.1% |
| 1Y | +6.6% | -6.9% | +13.5% | +6.3% |
| 3Y | +52.5% | -13.9% | +66.4% | +51.4% |
| 5Y | +76.1% | -39.9% | +116.0% | +79.1% |
| All | +116.8% | +70.5% | +46.2% | +67.6% |
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