+133.7%
C vs DT
+75.7%
+58.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.2% | +3.1% | +1.0% | +3.5% |
| 30D | +2.0% | -29.5% | +31.5% | +9.8% |
| 3M | -10.1% | -11.7% | +1.6% | -8.3% |
| 6M | +1.0% | +29.0% | -28.0% | -6.2% |
| YTD | +8.5% | +3.4% | +5.1% | +5.0% |
| 1Y | +25.7% | -4.2% | +30.0% | +23.9% |
| 3Y | +216.0% | -12.8% | +228.8% | +214.2% |
| 5Y | +112.3% | -39.6% | +151.9% | +120.2% |
| All | +133.7% | +75.7% | +58.0% | +54.4% |
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