+82.1%
DT vs ACWI
+133.5%
-51.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | -24.7% | -2.4% | -22.3% | -22.4% |
| 30D | -27.4% | -5.2% | -22.2% | -22.2% |
| 3M | -11.1% | -4.8% | -6.3% | -5.4% |
| 6M | +13.7% | -1.3% | +15.0% | +14.7% |
| YTD | +0.2% | +8.4% | -8.2% | -11.2% |
| 1Y | -5.7% | +11.0% | -16.7% | -19.2% |
| 3Y | -8.1% | +70.6% | -78.7% | -56.3% |
| 5Y | -43.1% | +55.3% | -98.4% | -68.3% |
| All | +82.1% | +133.5% | -51.4% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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