+82.3%
DT vs ALL
+186.9%
-104.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.0% |
| 7D | -7.5% | -0.1% | -7.4% | -7.5% |
| 30D | -31.5% | +13.8% | -45.3% | -34.5% |
| 3M | -14.0% | -2.8% | -11.2% | -13.5% |
| 6M | +6.9% | +23.7% | -16.8% | -1.2% |
| YTD | +0.3% | +27.3% | -26.9% | -8.6% |
| 1Y | -6.9% | +30.5% | -37.5% | -16.1% |
| 3Y | -13.9% | +113.0% | -126.9% | -36.8% |
| 5Y | -39.9% | +157.6% | -197.5% | -60.2% |
| All | +82.3% | +186.9% | -104.6% | +4.6% |
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