+77.6%
V vs DT
-9.2%
+86.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.2% | -24.7% | +26.9% | +6.6% |
| 30D | +13.6% | -27.4% | +41.0% | +19.0% |
| 3M | +14.3% | -11.1% | +25.4% | +15.5% |
| 6M | +33.1% | +13.7% | +19.4% | +27.9% |
| YTD | +21.2% | +0.2% | +21.0% | +18.9% |
| 1Y | +26.4% | -5.7% | +32.1% | +25.5% |
| 3Y | +77.6% | -8.1% | +85.7% | +79.2% |
| All | +77.6% | -9.2% | +86.8% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling