+231.7%
SPOT vs DT
+6.3%
+225.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -6.5% | -0.5% | -6.0% | -6.3% |
| 30D | +2.2% | +0.1% | +2.1% | +1.9% |
| 3M | +5.4% | +24.1% | -18.7% | -3.3% |
| 6M | -4.0% | +30.1% | -34.1% | -14.6% |
| YTD | -9.9% | +16.8% | -26.7% | -16.7% |
| 1Y | -27.3% | -0.1% | -27.2% | -28.6% |
| All | +231.7% | +6.3% | +225.5% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling