+179.5%
B vs DT
+70.5%
+108.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -6.0% |
| 7D | +7.1% | -7.5% | +14.7% | +8.0% |
| 30D | -3.3% | -31.5% | +28.2% | +0.4% |
| 3M | -2.5% | -14.0% | +11.5% | -1.2% |
| 6M | -7.2% | +6.9% | -14.1% | -8.3% |
| YTD | -7.4% | +0.3% | -7.7% | -8.1% |
| 1Y | +16.4% | -6.9% | +23.4% | +16.4% |
| 3Y | +178.7% | -13.9% | +192.6% | +178.3% |
| 5Y | +121.7% | -39.9% | +161.6% | +125.5% |
| All | +179.5% | +70.5% | +108.9% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling