+82.3%
DT vs SPG
+116.3%
-34.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -7.5% | +5.6% | -13.1% | -8.8% |
| 30D | -31.5% | +17.6% | -49.1% | -34.3% |
| 3M | -14.0% | +7.5% | -21.5% | -15.7% |
| 6M | +6.9% | +18.5% | -11.7% | +2.1% |
| YTD | +0.3% | +30.9% | -30.6% | -6.9% |
| 1Y | -6.9% | +34.1% | -41.0% | -14.2% |
| 3Y | -13.9% | +135.5% | -149.4% | -31.4% |
| 5Y | -39.9% | +86.5% | -126.5% | -50.3% |
| All | +82.3% | +116.3% | -34.0% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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