+64.8%
XYZ vs DT
-12.5%
+77.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.6% |
| 7D | -2.2% | -5.4% | +3.3% | +0.4% |
| 30D | +11.6% | -32.2% | +43.8% | +33.0% |
| 3M | +8.4% | -10.9% | +19.3% | +11.8% |
| 6M | +17.2% | +10.0% | +7.2% | +6.5% |
| YTD | +31.7% | +2.1% | +29.6% | +24.0% |
| 1Y | +30.1% | -5.5% | +35.6% | +28.0% |
| All | +64.8% | -12.5% | +77.3% | +78.5% |
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