+72.2%
V vs DT
-27.0%
+99.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | -1.7% | -3.3% | +1.6% | -1.1% |
| 30D | +2.0% | +2.0% | -0.1% | +1.4% |
| 3M | +17.4% | +20.0% | -2.6% | +12.5% |
| 6M | +17.5% | +39.3% | -21.8% | +8.3% |
| YTD | +7.6% | +19.8% | -12.2% | +2.2% |
| 1Y | +7.7% | +4.3% | +3.4% | +5.2% |
| 3Y | +54.7% | +7.7% | +47.0% | +47.6% |
| All | +72.2% | -27.0% | +99.1% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling