+115.6%
DT vs SPXU
-98.3%
+213.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +2.4% |
| 7D | -2.5% | +6.4% | -8.9% | -0.1% |
| 30D | +3.5% | +5.9% | -2.4% | +6.2% |
| 3M | +26.7% | -11.7% | +38.4% | +21.3% |
| 6M | +36.1% | -28.7% | +64.8% | +20.5% |
| YTD | +18.6% | -26.4% | +45.0% | +7.2% |
| 1Y | +7.9% | -35.2% | +43.1% | -6.8% |
| 3Y | +8.6% | -79.8% | +88.4% | -35.2% |
| 5Y | -26.7% | -86.1% | +59.4% | -53.0% |
| All | +115.6% | -98.3% | +213.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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