+114.1%
DT vs SU
+220.2%
-106.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | +3.0% | +8.4% | -5.4% | +1.1% |
| 3M | +26.5% | +12.1% | +14.4% | +22.7% |
| 6M | +35.9% | +19.7% | +16.3% | +29.5% |
| YTD | +17.8% | +58.4% | -40.6% | +4.8% |
| 1Y | +4.1% | +67.2% | -63.2% | -8.8% |
| 3Y | +5.3% | +125.0% | -119.7% | -15.4% |
| 5Y | -27.2% | +355.1% | -382.2% | -51.6% |
| All | +114.1% | +220.2% | -106.1% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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