-13.9%
DT vs Q
+75.8%
-89.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -7.5% | +4.0% | -11.5% | -7.5% |
| 30D | -31.5% | -2.3% | -29.2% | -31.6% |
| 3M | -14.0% | -7.9% | -6.1% | -14.0% |
| 6M | +6.9% | -16.0% | +22.8% | +6.3% |
| YTD | +0.3% | +51.7% | -51.4% | -8.6% |
| 1Y | -6.9% | +28.3% | -35.2% | -14.4% |
| All | -13.9% | +75.8% | -89.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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