-24.7%
DT vs S
-48.9%
+24.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.0% | -6.8% | -1.7% |
| 7D | -20.2% | +1.6% | -21.8% | -20.8% |
| 30D | -30.8% | -10.5% | -20.3% | -28.3% |
| 3M | -10.2% | +9.9% | -20.1% | -14.2% |
| 6M | +8.0% | +41.8% | -33.7% | -6.3% |
| YTD | +1.5% | +56.8% | -55.3% | -15.2% |
| 1Y | -6.9% | +39.0% | -45.9% | -19.4% |
| 3Y | -10.9% | +53.8% | -64.7% | -31.2% |
| 5Y | -42.2% | -68.6% | +26.4% | -33.9% |
| All | -24.7% | -48.9% | +24.1% | -20.6% |
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