+110.9%
DT vs SPG
+93.4%
+17.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.4% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +2.7% | -4.9% | +7.6% | +4.0% |
| 3M | +20.0% | +3.3% | +16.7% | +18.8% |
| 6M | +28.0% | +11.2% | +16.8% | +24.1% |
| YTD | +16.0% | +17.1% | -1.0% | +10.8% |
| 1Y | +0.7% | +21.6% | -20.9% | -4.8% |
| 3Y | +6.2% | +111.9% | -105.7% | -13.1% |
| 5Y | -28.1% | +106.9% | -135.1% | -41.1% |
| All | +110.9% | +93.4% | +17.4% | +98.8% |
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