+110.9%
DT vs ALL
+178.5%
-67.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.3% |
| 7D | -4.9% | -1.7% | -3.2% | -4.3% |
| 30D | +2.7% | -4.7% | +7.4% | +4.3% |
| 3M | +20.0% | +18.4% | +1.6% | +13.0% |
| 6M | +28.0% | +20.5% | +7.5% | +19.7% |
| YTD | +16.0% | +23.5% | -7.5% | +7.1% |
| 1Y | +0.7% | +29.0% | -28.3% | -8.7% |
| 3Y | +6.2% | +153.7% | -147.5% | -27.3% |
| 5Y | -28.1% | +114.8% | -142.9% | -48.5% |
| All | +110.9% | +178.5% | -67.6% | +22.5% |
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