+114.1%
DT vs BG
+158.1%
-44.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.3% |
| 7D | -1.6% | +3.1% | -4.7% | -2.3% |
| 30D | +3.0% | +10.2% | -7.2% | +0.8% |
| 3M | +26.5% | -1.7% | +28.2% | +26.4% |
| 6M | +35.9% | +1.0% | +35.0% | +34.6% |
| YTD | +17.8% | +39.9% | -22.1% | +7.6% |
| 1Y | +4.1% | +53.2% | -49.2% | -7.5% |
| 3Y | +5.3% | +16.3% | -11.0% | -0.6% |
| 5Y | -27.2% | +83.9% | -111.0% | -43.3% |
| All | +114.1% | +158.1% | -44.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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