+82.1%
DT vs M
+35.4%
+46.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.1% |
| 7D | -24.7% | -4.3% | -20.4% | -24.2% |
| 30D | -27.4% | +1.3% | -28.6% | -27.6% |
| 3M | -11.1% | -7.4% | -3.7% | -10.3% |
| 6M | +13.7% | +18.3% | -4.7% | +10.0% |
| YTD | +0.2% | +7.6% | -7.3% | -2.2% |
| 1Y | -5.7% | +17.4% | -23.1% | -9.4% |
| 3Y | -8.1% | +108.4% | -116.5% | -22.7% |
| 5Y | -43.1% | -10.6% | -32.5% | -47.3% |
| All | +82.1% | +35.4% | +46.7% | +84.4% |
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