+110.9%
DT vs ALC
+20.3%
+90.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.0% |
| 7D | -4.9% | -3.7% | -1.2% | -2.9% |
| 30D | +2.7% | -3.7% | +6.4% | +4.8% |
| 3M | +20.0% | +4.6% | +15.4% | +16.2% |
| 6M | +28.0% | -14.6% | +42.6% | +37.8% |
| YTD | +16.0% | -11.9% | +27.9% | +22.0% |
| 1Y | +0.7% | -13.1% | +13.9% | +6.3% |
| 3Y | +6.2% | -15.0% | +21.2% | +7.6% |
| 5Y | -28.1% | -16.2% | -11.9% | -26.9% |
| All | +110.9% | +20.3% | +90.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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