+110.9%
DT vs M
+30.6%
+80.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.7% |
| 7D | -4.9% | +2.4% | -7.2% | -5.2% |
| 30D | +2.7% | -11.6% | +14.3% | +4.6% |
| 3M | +20.0% | +1.6% | +18.3% | +19.2% |
| 6M | +28.0% | +25.2% | +2.8% | +22.8% |
| YTD | +16.0% | +3.8% | +12.3% | +14.1% |
| 1Y | +0.7% | +36.3% | -35.6% | -5.6% |
| 3Y | +6.2% | +116.3% | -110.2% | -11.1% |
| 5Y | -28.1% | +28.2% | -56.3% | -35.3% |
| All | +110.9% | +30.6% | +80.3% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling