-25.5%
DT vs AS
+134.9%
-160.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -24.7% | +6.9% | -31.6% | -25.7% |
| 30D | -27.4% | +16.0% | -43.4% | -29.6% |
| 3M | -11.1% | -12.8% | +1.7% | -8.8% |
| 6M | +13.7% | -15.4% | +29.1% | +17.1% |
| YTD | +0.2% | -15.7% | +16.0% | +2.8% |
| 1Y | -5.7% | +6.1% | -11.8% | -8.3% |
| All | -25.5% | +134.9% | -160.3% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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