+60.7%
T vs DT
+103.5%
-42.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | -1.3% | -3.3% | +2.0% | -1.1% |
| 30D | +11.4% | +2.0% | +9.3% | +11.2% |
| 3M | +14.3% | +20.0% | -5.7% | +13.0% |
| 6M | -9.3% | +39.3% | -48.6% | -11.1% |
| YTD | +7.1% | +19.8% | -12.6% | +5.7% |
| 1Y | -9.1% | +4.3% | -13.4% | -9.5% |
| 3Y | +105.3% | +7.7% | +97.6% | +102.5% |
| 5Y | +66.8% | -26.8% | +93.6% | +65.9% |
| All | +60.7% | +103.5% | -42.9% | +36.4% |
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