+89.6%
F vs DT
+72.4%
+17.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -0.6% | -20.2% | +19.6% | +4.3% |
| 30D | +2.9% | -30.8% | +33.6% | +11.3% |
| 3M | -9.5% | -10.2% | +0.7% | -8.1% |
| 6M | +4.0% | +8.0% | -4.0% | -0.1% |
| YTD | -1.3% | +1.5% | -2.7% | -4.7% |
| 1Y | -1.9% | -6.9% | +4.9% | -3.2% |
| 3Y | +53.5% | -10.9% | +64.4% | +50.2% |
| 5Y | -15.1% | -42.2% | +27.0% | -12.7% |
| All | +89.6% | +72.4% | +17.1% | +35.3% |
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