+87.8%
DT vs ALL
+194.1%
-106.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +3.1% | +5.0% | -1.9% | +1.5% |
| 30D | -29.5% | +13.3% | -42.9% | -32.5% |
| 3M | -11.7% | +3.2% | -14.9% | -12.9% |
| 6M | +29.0% | +25.3% | +3.6% | +18.8% |
| YTD | +3.4% | +30.5% | -27.1% | -6.6% |
| 1Y | -4.2% | +29.2% | -33.4% | -13.2% |
| 3Y | -12.8% | +119.1% | -132.0% | -36.6% |
| 5Y | -39.6% | +162.6% | -202.2% | -60.2% |
| All | +87.8% | +194.1% | -106.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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