+87.8%
DT vs A
+163.2%
-75.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.5% |
| 7D | +3.1% | -0.5% | +3.6% | +3.3% |
| 30D | -29.5% | 0.0% | -29.5% | -29.6% |
| 3M | -11.7% | +16.7% | -28.4% | -19.6% |
| 6M | +29.0% | +54.8% | -25.8% | -1.8% |
| YTD | +3.4% | +28.8% | -25.4% | -12.9% |
| 1Y | -4.2% | +19.3% | -23.6% | -15.6% |
| 3Y | -12.8% | +65.5% | -78.4% | -43.4% |
| 5Y | -39.6% | +12.1% | -51.7% | -47.8% |
| All | +87.8% | +163.2% | -75.4% | -25.3% |
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