-63.7%
XYZ vs DT
-37.8%
-25.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +3.0% |
| 7D | -1.1% | +3.1% | -4.2% | -3.3% |
| 30D | +11.5% | -29.5% | +41.0% | +41.7% |
| 3M | +1.8% | -11.7% | +13.5% | +7.6% |
| 6M | +21.2% | +29.0% | -7.8% | -7.4% |
| YTD | +29.9% | +3.4% | +26.6% | +15.4% |
| 1Y | +35.8% | -4.2% | +40.0% | +27.9% |
| 3Y | +62.6% | -12.8% | +75.4% | +58.7% |
| All | -63.7% | -37.8% | -25.9% | -55.6% |
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