+87.8%
DT vs AA
+88.3%
-0.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.1% |
| 7D | +3.1% | +0.5% | +2.6% | +3.0% |
| 30D | -29.5% | -0.6% | -28.9% | -29.5% |
| 3M | -11.7% | -19.7% | +7.9% | -8.5% |
| 6M | +29.0% | -41.6% | +70.6% | +40.8% |
| YTD | +3.4% | -24.6% | +28.0% | +5.8% |
| 1Y | -4.2% | +4.9% | -9.1% | -8.6% |
| 3Y | -12.8% | +66.8% | -79.7% | -28.4% |
| 5Y | -39.6% | -19.4% | -20.2% | -44.6% |
| All | +87.8% | +88.3% | -0.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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