+82.1%
DT vs FIVE
+104.6%
-22.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -24.7% | -0.3% | -24.4% | -24.6% |
| 30D | -27.4% | +17.7% | -45.0% | -30.8% |
| 3M | -11.1% | +4.0% | -15.1% | -12.8% |
| 6M | +13.7% | +2.6% | +11.1% | +10.9% |
| YTD | +0.2% | +27.6% | -27.3% | -9.5% |
| 1Y | -5.7% | +59.9% | -65.6% | -20.9% |
| 3Y | -8.1% | +35.8% | -43.9% | -24.7% |
| 5Y | -43.1% | +14.4% | -57.5% | -51.8% |
| All | +82.1% | +104.6% | -22.4% | -2.8% |
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