+101.1%
CI vs DT
+70.5%
+30.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | +2.6% | -7.5% | +10.1% | +3.5% |
| 30D | +7.3% | -31.5% | +38.8% | +11.6% |
| 3M | +9.5% | -14.0% | +23.5% | +10.8% |
| 6M | +6.4% | +6.9% | -0.4% | +4.5% |
| YTD | +12.0% | +0.3% | +11.7% | +10.4% |
| 1Y | +20.1% | -6.9% | +27.0% | +19.5% |
| 3Y | +9.6% | -13.9% | +23.5% | +8.6% |
| 5Y | +52.7% | -39.9% | +92.6% | +57.4% |
| All | +101.1% | +70.5% | +30.6% | +44.5% |
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