0.0%
W vs DT
-8.6%
+8.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.5% |
| 7D | +1.1% | -7.5% | +8.6% | +2.9% |
| 30D | +6.4% | -31.5% | +37.9% | +14.9% |
| 3M | +9.0% | -14.0% | +23.0% | +12.0% |
| 6M | +69.8% | +6.9% | +63.0% | +66.2% |
| YTD | +12.1% | +0.3% | +11.7% | +3.0% |
| 1Y | 0.0% | -6.9% | +6.9% | -9.2% |
| All | 0.0% | -8.6% | +8.7% | -9.2% |
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 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