+82.1%
DT vs AR
+679.3%
-597.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -24.7% | -14.3% | -10.4% | -23.5% |
| 30D | -27.4% | +1.4% | -28.8% | -27.5% |
| 3M | -11.1% | +3.4% | -14.5% | -11.5% |
| 6M | +13.7% | -2.1% | +15.8% | +13.6% |
| YTD | +0.2% | +4.7% | -4.5% | -0.7% |
| 1Y | -5.7% | +10.6% | -16.3% | -7.2% |
| 3Y | -8.1% | +24.6% | -32.7% | -11.6% |
| 5Y | -43.1% | +71.9% | -115.0% | -47.0% |
| All | +82.1% | +679.3% | -597.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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