+112.2%
DT vs A
+118.7%
-6.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | -0.5% | -4.4% | +3.9% | +2.0% |
| 30D | +0.1% | -2.7% | +2.7% | +1.4% |
| 3M | +24.1% | +7.0% | +17.1% | +18.6% |
| 6M | +30.1% | +24.6% | +5.5% | +12.0% |
| YTD | +16.8% | +7.0% | +9.7% | +9.7% |
| 1Y | -0.1% | +15.6% | -15.7% | -11.5% |
| 3Y | +6.8% | +29.9% | -23.1% | -19.4% |
| 5Y | -28.4% | -15.4% | -13.0% | -25.0% |
| All | +112.2% | +118.7% | -6.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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