+82.1%
DT vs RF
+139.8%
-57.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -24.7% | -0.9% | -23.8% | -24.4% |
| 30D | -27.4% | +6.0% | -33.4% | -28.6% |
| 3M | -11.1% | -8.9% | -2.2% | -8.6% |
| 6M | +13.7% | +2.3% | +11.3% | +12.6% |
| YTD | +0.2% | +7.6% | -7.3% | -2.9% |
| 1Y | -5.7% | +21.2% | -26.9% | -12.1% |
| 3Y | -8.1% | +108.5% | -116.7% | -29.0% |
| 5Y | -43.1% | +43.2% | -86.3% | -51.4% |
| All | +82.1% | +139.8% | -57.7% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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