+120.4%
V vs DT
+103.5%
+16.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | -1.7% | -3.3% | +1.6% | -1.0% |
| 30D | +2.0% | +2.0% | -0.1% | +1.3% |
| 3M | +17.4% | +20.0% | -2.6% | +11.7% |
| 6M | +17.5% | +39.3% | -21.8% | +6.8% |
| YTD | +7.6% | +19.8% | -12.2% | +1.2% |
| 1Y | +7.7% | +4.3% | +3.4% | +4.6% |
| 3Y | +54.7% | +7.7% | +47.0% | +46.0% |
| 5Y | +73.0% | -26.8% | +99.9% | +72.8% |
| All | +120.4% | +103.5% | +16.9% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling