+87.8%
DT vs RF
+144.5%
-56.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | +3.1% | +1.9% | +1.2% | +2.5% |
| 30D | -29.5% | +7.3% | -36.9% | -31.0% |
| 3M | -11.7% | -7.9% | -3.8% | -9.5% |
| 6M | +29.0% | +10.5% | +18.5% | +24.7% |
| YTD | +3.4% | +9.6% | -6.3% | -0.4% |
| 1Y | -4.2% | +20.3% | -24.5% | -10.6% |
| 3Y | -12.8% | +119.5% | -132.4% | -33.7% |
| 5Y | -39.6% | +48.2% | -87.8% | -49.0% |
| All | +87.8% | +144.5% | -56.6% | +24.4% |
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