+29.3%
V vs DT
-5.1%
+34.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.4% | +3.9% |
| 7D | +9.0% | -25.5% | +34.5% | +11.9% |
| 30D | +18.1% | -22.3% | +40.4% | +20.6% |
| 3M | +18.3% | +2.3% | +16.0% | +17.1% |
| 6M | +34.1% | +20.7% | +13.4% | +29.7% |
| YTD | +25.2% | +7.9% | +17.3% | +21.7% |
| 1Y | +29.3% | -5.7% | +35.1% | +26.4% |
| All | +29.3% | -5.1% | +34.4% | +26.4% |
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 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