+47.6%
EW vs DT
+73.5%
-25.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +6.5% | -5.4% | +11.9% | +7.8% |
| 30D | +22.5% | -32.2% | +54.7% | +33.2% |
| 3M | +13.0% | -10.9% | +23.9% | +14.9% |
| 6M | +37.1% | +10.0% | +27.1% | +31.2% |
| YTD | +24.1% | +2.1% | +22.0% | +19.9% |
| 1Y | +24.2% | -5.5% | +29.8% | +22.4% |
| 3Y | +64.8% | -12.4% | +77.2% | +61.8% |
| 5Y | -7.4% | -39.7% | +32.3% | -4.9% |
| All | +47.6% | +73.5% | -25.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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