+210.6%
B vs DT
+97.2%
+113.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.1% |
| 7D | +2.3% | -4.9% | +7.2% | +2.8% |
| 30D | +1.4% | +2.7% | -1.3% | +1.0% |
| 3M | +12.2% | +20.0% | -7.8% | +9.9% |
| 6M | -2.1% | +28.0% | -30.2% | -5.1% |
| YTD | +2.9% | +16.0% | -13.1% | +0.7% |
| 1Y | +55.3% | +0.7% | +54.6% | +54.1% |
| 3Y | +198.7% | +6.2% | +192.5% | +191.4% |
| 5Y | +153.8% | -28.1% | +181.9% | +152.5% |
| All | +210.6% | +97.2% | +113.3% | +162.4% |
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