+2.2%
XYZ vs DT
+103.5%
-101.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.3% |
| 7D | -1.0% | -3.3% | +2.3% | +1.0% |
| 30D | -1.7% | +2.0% | -3.8% | -3.4% |
| 3M | +16.7% | +20.0% | -3.3% | +2.0% |
| 6M | +26.9% | +39.3% | -12.4% | -2.5% |
| YTD | +27.1% | +19.8% | +7.4% | +7.9% |
| 1Y | +9.3% | +4.3% | +5.0% | +1.0% |
| 3Y | +42.3% | +7.7% | +34.6% | +26.4% |
| 5Y | -69.3% | -26.8% | -42.5% | -66.3% |
| All | +2.2% | +103.5% | -101.3% | -35.3% |
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