+84.4%
DT vs FIVE
+116.0%
-31.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | -0.4% |
| 7D | -20.2% | +6.2% | -26.4% | -21.7% |
| 30D | -30.8% | +18.2% | -48.9% | -34.2% |
| 3M | -10.2% | +3.8% | -14.1% | -11.9% |
| 6M | +8.0% | +13.7% | -5.7% | +2.3% |
| YTD | +1.5% | +34.7% | -33.3% | -9.9% |
| 1Y | -6.9% | +66.6% | -73.5% | -22.9% |
| 3Y | -10.9% | +44.3% | -55.2% | -28.3% |
| 5Y | -42.2% | +18.8% | -60.9% | -51.6% |
| All | +84.4% | +116.0% | -31.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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