+85.9%
F vs DT
+70.5%
+15.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -0.2% | -7.5% | +7.3% | +1.5% |
| 30D | +0.9% | -31.5% | +32.4% | +9.4% |
| 3M | -11.3% | -14.0% | +2.7% | -9.1% |
| 6M | +2.0% | +6.9% | -4.8% | -1.8% |
| YTD | -3.2% | +0.3% | -3.5% | -6.3% |
| 1Y | -3.5% | -6.9% | +3.5% | -4.7% |
| 3Y | +48.1% | -13.9% | +62.0% | +46.2% |
| 5Y | -13.5% | -39.9% | +26.4% | -11.8% |
| All | +85.9% | +70.5% | +15.4% | +33.0% |
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