-23.3%
DT vs S
-51.7%
+28.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.1% | +2.0% | +1.2% | +2.2% |
| 30D | -29.5% | -2.7% | -26.8% | -29.1% |
| 3M | -11.7% | -6.9% | -4.8% | -10.6% |
| 6M | +29.0% | +38.1% | -9.1% | +13.0% |
| YTD | +3.4% | +48.0% | -44.6% | -11.9% |
| 1Y | -4.2% | +34.5% | -38.7% | -16.2% |
| 3Y | -12.8% | +38.3% | -51.2% | -30.1% |
| 5Y | -39.6% | -70.9% | +31.3% | -29.4% |
| All | -23.3% | -51.7% | +28.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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