+20.1%
W vs DT
+4.0%
+16.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.8% |
| 7D | -4.2% | -3.3% | -0.9% | -3.6% |
| 30D | -7.6% | +2.0% | -9.6% | -8.0% |
| 3M | +37.2% | +20.0% | +17.2% | +31.7% |
| 6M | +26.3% | +39.3% | -13.0% | +18.0% |
| YTD | -1.0% | +19.8% | -20.7% | -8.3% |
| 1Y | +20.1% | +4.3% | +15.8% | +10.6% |
| All | +20.1% | +4.0% | +16.1% | +10.6% |
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