+248.6%
SPOT vs DT
+103.5%
+145.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.5% |
| 7D | -0.9% | -3.3% | +2.4% | +0.4% |
| 30D | +12.5% | +2.0% | +10.4% | +11.2% |
| 3M | +9.9% | +20.0% | -10.1% | +0.6% |
| 6M | +1.6% | +39.3% | -37.7% | -14.3% |
| YTD | -6.6% | +19.8% | -26.3% | -16.0% |
| 1Y | -22.9% | +4.3% | -27.2% | -26.6% |
| 3Y | +244.3% | +7.7% | +236.6% | +215.0% |
| 5Y | +117.8% | -26.8% | +144.6% | +117.2% |
| All | +248.6% | +103.5% | +145.1% | +131.4% |
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