+129.9%
C vs DT
+72.4%
+57.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +2.2% |
| 7D | -0.9% | -20.2% | +19.3% | +3.9% |
| 30D | -5.4% | -30.8% | +25.4% | +2.3% |
| 3M | -9.2% | -10.2% | +1.1% | -7.7% |
| 6M | -1.8% | +8.0% | -9.9% | -5.1% |
| YTD | +6.7% | +1.5% | +5.2% | +3.7% |
| 1Y | +23.5% | -6.9% | +30.4% | +22.5% |
| 3Y | +219.8% | -10.9% | +230.7% | +216.3% |
| 5Y | +112.4% | -42.2% | +154.6% | +122.5% |
| All | +129.9% | +72.4% | +57.4% | +52.5% |
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