+114.1%
DT vs NI
+75.2%
+38.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +3.0% | -1.4% | +4.4% | +3.4% |
| 3M | +26.5% | -10.6% | +37.1% | +30.0% |
| 6M | +35.9% | -9.3% | +45.3% | +38.7% |
| YTD | +17.8% | +1.1% | +16.7% | +16.0% |
| 1Y | +4.1% | +3.4% | +0.7% | +1.6% |
| 3Y | +5.3% | +67.9% | -62.6% | -12.8% |
| 5Y | -27.2% | +98.0% | -125.1% | -44.1% |
| All | +114.1% | +75.2% | +38.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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