+164.7%
B vs DT
+75.7%
+89.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -7.3% | +3.1% | -10.5% | -7.6% |
| 30D | -3.3% | -29.5% | +26.2% | +0.1% |
| 3M | -7.8% | -11.7% | +4.0% | -6.7% |
| 6M | -15.5% | +29.0% | -44.5% | -18.1% |
| YTD | -12.3% | +3.4% | -15.6% | -13.3% |
| 1Y | +5.4% | -4.2% | +9.6% | +5.1% |
| 3Y | +165.5% | -12.8% | +178.4% | +164.8% |
| 5Y | +107.0% | -39.6% | +146.6% | +110.6% |
| All | +164.7% | +75.7% | +89.0% | +126.1% |
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