+85.5%
DT vs GEN
+186.0%
-100.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.9% |
| 7D | -5.4% | -0.8% | -4.6% | -5.1% |
| 30D | -32.2% | +31.2% | -63.4% | -39.8% |
| 3M | -10.9% | +6.1% | -17.0% | -14.3% |
| 6M | +10.0% | +38.1% | -28.1% | -5.8% |
| YTD | +2.1% | +14.4% | -12.3% | -5.8% |
| 1Y | -5.5% | +15.1% | -20.6% | -13.1% |
| 3Y | -12.4% | +68.5% | -80.9% | -32.7% |
| 5Y | -39.7% | +35.8% | -75.5% | -51.3% |
| All | +85.5% | +186.0% | -100.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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