+40.5%
W vs DT
+3.8%
+36.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +2.1% |
| 7D | +6.5% | -4.9% | +11.3% | +9.0% |
| 30D | -6.2% | +2.7% | -8.9% | -8.0% |
| 3M | +48.9% | +20.0% | +28.9% | +33.6% |
| 6M | +31.2% | +28.0% | +3.2% | +11.5% |
| YTD | -0.4% | +16.0% | -16.5% | -10.7% |
| 1Y | +14.8% | +0.7% | +14.1% | +12.1% |
| 3Y | +40.5% | +6.2% | +34.3% | +20.8% |
| All | +40.5% | +3.8% | +36.7% | +20.8% |
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