+114.1%
DT vs RSG
+177.8%
-63.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +3.0% | +4.0% | -0.9% | +0.9% |
| 3M | +26.5% | +7.4% | +19.1% | +21.4% |
| 6M | +35.9% | +0.1% | +35.8% | +34.9% |
| YTD | +17.8% | +6.0% | +11.8% | +13.4% |
| 1Y | +4.1% | -3.0% | +7.0% | +4.9% |
| 3Y | +5.3% | +56.5% | -51.2% | -21.4% |
| 5Y | -27.2% | +90.9% | -118.1% | -52.6% |
| All | +114.1% | +177.8% | -63.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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