-54.2%
W vs DT
-43.6%
-10.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.0% |
| 7D | -3.6% | -24.7% | +21.1% | +19.0% |
| 30D | +7.0% | -27.4% | +34.3% | +35.2% |
| 3M | +7.4% | -11.1% | +18.5% | +13.4% |
| 6M | +69.3% | +13.7% | +55.6% | +39.0% |
| YTD | +11.3% | +0.2% | +11.1% | -1.4% |
| 1Y | +13.2% | -5.7% | +18.9% | +5.4% |
| 3Y | +142.0% | -8.1% | +150.1% | +115.6% |
| All | -54.2% | -43.6% | -10.7% | -46.7% |
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