+166.5%
B vs DT
+76.1%
+90.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.3% |
| 7D | -6.2% | +2.7% | -8.9% | -6.5% |
| 30D | -6.6% | -30.4% | +23.7% | -3.2% |
| 3M | -7.9% | -9.4% | +1.5% | -7.1% |
| 6M | -16.8% | +14.5% | -31.3% | -18.3% |
| YTD | -11.7% | +3.6% | -15.3% | -12.7% |
| 1Y | +3.5% | -3.4% | +6.9% | +3.1% |
| 3Y | +165.7% | -11.1% | +176.8% | +164.4% |
| 5Y | +108.4% | -39.5% | +147.9% | +112.0% |
| All | +166.5% | +76.1% | +90.4% | +127.5% |
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