-6.4%
T vs DT
-5.1%
-1.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.0% |
| 7D | +5.5% | -25.5% | +31.0% | +3.1% |
| 30D | -8.9% | -22.3% | +13.4% | -10.7% |
| 3M | -5.6% | +2.3% | -7.9% | -5.9% |
| 6M | -14.3% | +20.7% | -35.0% | -13.5% |
| YTD | -7.9% | +7.9% | -15.9% | -7.0% |
| 1Y | -6.4% | -5.7% | -0.7% | -5.1% |
| All | -6.4% | -5.1% | -1.3% | -5.1% |
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 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