-14.6%
DT vs IRE
-97.7%
+83.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.8% | +14.7% | -1.1% |
| 7D | -7.5% | -41.9% | +34.4% | -7.7% |
| 30D | -31.5% | -75.1% | +43.6% | -31.7% |
| 3M | -14.0% | -82.4% | +68.4% | -14.4% |
| 6M | +6.9% | -95.5% | +102.4% | +6.2% |
| YTD | +0.3% | -93.1% | +93.4% | -1.1% |
| 1Y | -6.9% | -97.8% | +90.9% | -7.9% |
| All | -14.6% | -97.7% | +83.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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