+130.4%
C vs DT
+70.5%
+59.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -0.4% | -7.5% | +7.2% | +1.4% |
| 30D | -5.2% | -31.5% | +26.3% | +2.8% |
| 3M | -9.1% | -14.0% | +4.9% | -6.7% |
| 6M | -1.6% | +6.9% | -8.4% | -4.7% |
| YTD | +6.9% | +0.3% | +6.6% | +4.3% |
| 1Y | +23.0% | -6.9% | +29.9% | +22.0% |
| 3Y | +216.1% | -13.9% | +230.0% | +215.2% |
| 5Y | +112.2% | -39.9% | +152.2% | +120.3% |
| All | +130.4% | +70.5% | +59.9% | +53.2% |
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