+115.6%
DT vs IT
+21.9%
+93.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -2.5% | -12.7% | +10.2% | +3.9% |
| 30D | +3.5% | -8.9% | +12.4% | +7.9% |
| 3M | +26.7% | +10.1% | +16.6% | +17.2% |
| 6M | +36.1% | +7.3% | +28.9% | +27.0% |
| YTD | +18.6% | -32.4% | +51.0% | +38.6% |
| 1Y | +7.9% | -26.6% | +34.5% | +19.6% |
| 3Y | +8.6% | -51.8% | +60.4% | +42.5% |
| 5Y | -26.7% | -45.6% | +18.9% | -11.0% |
| All | +115.6% | +21.9% | +93.7% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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