+114.1%
DT vs BR
+51.0%
+63.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.6% | -3.0% | +1.4% | +0.5% |
| 30D | +3.0% | -0.3% | +3.3% | +3.2% |
| 3M | +26.5% | +17.3% | +9.2% | +11.7% |
| 6M | +35.9% | -6.7% | +42.6% | +41.6% |
| YTD | +17.8% | -23.4% | +41.3% | +40.9% |
| 1Y | +4.1% | -32.7% | +36.7% | +36.3% |
| 3Y | +5.3% | -5.9% | +11.2% | +4.5% |
| 5Y | -27.2% | +8.4% | -35.6% | -36.8% |
| All | +114.1% | +51.0% | +63.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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