+361.7%
DE vs DT
+100.3%
+261.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.6% | -1.6% | -1.0% | -2.3% |
| 30D | +9.0% | +3.0% | +6.0% | +8.4% |
| 3M | +19.1% | +26.5% | -7.4% | +14.2% |
| 6M | +14.4% | +35.9% | -21.6% | +7.6% |
| YTD | +45.9% | +17.8% | +28.1% | +40.1% |
| 1Y | +43.6% | +4.1% | +39.5% | +40.8% |
| 3Y | +75.9% | +5.3% | +70.6% | +69.8% |
| 5Y | +98.8% | -27.2% | +125.9% | +97.9% |
| All | +361.7% | +100.3% | +261.5% | +237.4% |
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