+82.3%
DT vs M
+47.1%
+35.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -7.5% | +5.0% | -12.6% | -8.3% |
| 30D | -31.5% | +10.6% | -42.1% | -32.6% |
| 3M | -14.0% | +1.6% | -15.6% | -14.4% |
| 6M | +6.9% | +30.8% | -24.0% | +1.8% |
| YTD | +0.3% | +16.9% | -16.6% | -3.3% |
| 1Y | -6.9% | +26.3% | -33.2% | -11.5% |
| 3Y | -13.9% | +158.6% | -172.5% | -30.0% |
| 5Y | -39.9% | +2.1% | -42.0% | -45.3% |
| All | +82.3% | +47.1% | +35.2% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling