+8.2%
DT vs ACI
+32.8%
-24.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | +3.1% | +2.3% | +0.9% | +3.0% |
| 30D | -29.5% | +1.2% | -30.8% | -29.6% |
| 3M | -11.7% | +6.8% | -18.5% | -12.1% |
| 6M | +29.0% | -18.7% | +47.7% | +30.4% |
| YTD | +3.4% | -20.2% | +23.6% | +4.5% |
| 1Y | -4.2% | -23.7% | +19.5% | -2.8% |
| 3Y | -12.8% | -31.6% | +18.8% | -11.1% |
| 5Y | -39.6% | -42.8% | +3.2% | -38.3% |
| All | +8.2% | +32.8% | -24.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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