+87.8%
DT vs D
+24.2%
+63.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.1% | -1.4% | +4.5% | +3.4% |
| 30D | -29.5% | +7.7% | -37.3% | -30.8% |
| 3M | -11.7% | -0.3% | -11.4% | -11.8% |
| 6M | +29.0% | +10.1% | +18.9% | +25.6% |
| YTD | +3.4% | +19.1% | -15.7% | -1.7% |
| 1Y | -4.2% | +15.9% | -20.1% | -8.4% |
| 3Y | -12.8% | +75.0% | -87.8% | -27.5% |
| 5Y | -39.6% | +13.4% | -53.0% | -43.0% |
| All | +87.8% | +24.2% | +63.6% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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