+114.1%
DT vs AU
+632.3%
-518.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.6% | -4.3% | +2.7% | -1.2% |
| 30D | +3.0% | +7.3% | -4.3% | +2.3% |
| 3M | +26.5% | +26.3% | +0.2% | +23.6% |
| 6M | +35.9% | +1.8% | +34.2% | +34.5% |
| YTD | +17.8% | +26.8% | -9.0% | +13.6% |
| 1Y | +4.1% | +66.7% | -62.6% | -3.0% |
| 3Y | +5.3% | +579.1% | -573.8% | -19.7% |
| 5Y | -27.2% | +689.3% | -716.5% | -47.0% |
| All | +114.1% | +632.3% | -518.2% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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