+86.6%
EXC vs DT
+72.4%
+14.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.1% |
| 7D | -1.7% | -20.2% | +18.5% | +0.5% |
| 30D | +9.3% | -30.8% | +40.1% | +13.3% |
| 3M | +1.0% | -10.2% | +11.3% | +1.7% |
| 6M | +5.9% | +8.0% | -2.1% | +4.0% |
| YTD | +7.6% | +1.5% | +6.2% | +6.0% |
| 1Y | +2.4% | -6.9% | +9.3% | +1.9% |
| 3Y | +30.2% | -10.9% | +41.2% | +28.2% |
| 5Y | +41.4% | -42.2% | +83.5% | +46.8% |
| All | +86.6% | +72.4% | +14.1% | +33.3% |
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