+25.3%
U vs DT
-4.5%
+29.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | +2.8% | +2.7% | +0.1% | +2.0% |
| 30D | +7.6% | -30.4% | +38.0% | +22.8% |
| 3M | +12.7% | -9.4% | +22.1% | +14.2% |
| 6M | +87.0% | +14.5% | +72.4% | +64.8% |
| YTD | +13.6% | +3.6% | +10.0% | +0.2% |
| 1Y | +25.3% | -3.4% | +28.7% | +13.5% |
| All | +25.3% | -4.5% | +29.8% | +13.5% |
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