-23.3%
W vs DT
+103.5%
-126.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.7% |
| 7D | -4.2% | -3.3% | -0.9% | -2.0% |
| 30D | -7.6% | +2.0% | -9.6% | -9.6% |
| 3M | +37.2% | +20.0% | +17.2% | +18.1% |
| 6M | +26.3% | +39.3% | -13.0% | -6.0% |
| YTD | -1.0% | +19.8% | -20.7% | -18.7% |
| 1Y | +20.1% | +4.3% | +15.8% | +7.8% |
| 3Y | +37.8% | +7.7% | +30.1% | +18.6% |
| 5Y | -63.7% | -26.8% | -36.8% | -59.8% |
| All | -23.3% | +103.5% | -126.8% | -61.8% |
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 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