+112.2%
DT vs DG
+2.8%
+109.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | -0.5% | -4.8% | +4.3% | +0.2% |
| 30D | +0.1% | +1.8% | -1.7% | -0.3% |
| 3M | +24.1% | +14.5% | +9.6% | +21.3% |
| 6M | +30.1% | -13.6% | +43.7% | +32.2% |
| YTD | +16.8% | -4.8% | +21.6% | +16.7% |
| 1Y | -0.1% | +21.6% | -21.7% | -4.1% |
| 3Y | +6.8% | +4.5% | +2.4% | +1.4% |
| 5Y | -28.4% | -38.5% | +10.1% | -19.7% |
| All | +112.2% | +2.8% | +109.4% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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