-6.5%
U vs DT
+1.4%
-7.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | -1.3% | +0.1% | -1.4% | -1.7% |
| 3M | +49.6% | +24.1% | +25.5% | +32.2% |
| 6M | +100.2% | +30.1% | +70.1% | +69.6% |
| YTD | -3.7% | +16.8% | -20.4% | -16.4% |
| 1Y | -6.5% | -0.1% | -6.4% | -13.7% |
| All | -6.5% | +1.4% | -7.9% | -13.7% |
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