+82.3%
DT vs D
+25.6%
+56.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -7.5% | +2.4% | -9.9% | -8.0% |
| 30D | -31.5% | +10.9% | -42.4% | -33.1% |
| 3M | -14.0% | +2.8% | -16.8% | -14.6% |
| 6M | +6.9% | +12.7% | -5.8% | +3.5% |
| YTD | +0.3% | +20.3% | -20.0% | -4.7% |
| 1Y | -6.9% | +17.1% | -24.0% | -11.1% |
| 3Y | -13.9% | +75.1% | -89.0% | -28.4% |
| 5Y | -39.9% | +13.1% | -53.1% | -43.2% |
| All | +82.3% | +25.6% | +56.8% | +51.2% |
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