-17.7%
DT vs PL
+40.9%
-58.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +3.1% | +10.0% | -6.9% | +1.6% |
| 30D | -29.5% | -2.3% | -27.3% | -29.6% |
| 3M | -11.7% | -44.2% | +32.5% | -4.9% |
| 6M | +29.0% | -66.1% | +95.1% | +46.9% |
| YTD | +3.4% | -30.0% | +33.3% | +0.9% |
| 1Y | -4.2% | +21.0% | -25.3% | -16.5% |
| 3Y | -12.8% | +516.5% | -529.4% | -54.3% |
| 5Y | -39.6% | +32.0% | -71.6% | -59.4% |
| All | -17.7% | +40.9% | -58.6% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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