+87.8%
DT vs SPXU
-98.3%
+186.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | +0.3% |
| 7D | +3.1% | -7.6% | +10.7% | +0.1% |
| 30D | -29.5% | +5.3% | -34.9% | -27.3% |
| 3M | -11.7% | +9.6% | -21.4% | -7.2% |
| 6M | +29.0% | -4.5% | +33.5% | +29.4% |
| YTD | +3.4% | -25.9% | +29.2% | -5.3% |
| 1Y | -4.2% | -28.9% | +24.6% | -13.5% |
| 3Y | -12.8% | -80.5% | +67.6% | -48.7% |
| 5Y | -39.6% | -83.4% | +43.8% | -58.4% |
| All | +87.8% | -98.3% | +186.1% | -25.4% |
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