+82.4%
F vs DT
+76.1%
+6.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.3% | -3.2% |
| 7D | -3.9% | +2.7% | -6.6% | -4.5% |
| 30D | -0.5% | -30.4% | +29.9% | +7.6% |
| 3M | -12.9% | -9.4% | -3.5% | -11.8% |
| 6M | +1.5% | +14.5% | -13.0% | -3.9% |
| YTD | -5.0% | +3.6% | -8.6% | -8.8% |
| 1Y | -7.3% | -3.4% | -3.9% | -9.4% |
| 3Y | +45.3% | -11.1% | +56.4% | +42.3% |
| 5Y | -15.8% | -39.5% | +23.7% | -14.3% |
| All | +82.4% | +76.1% | +6.3% | +29.5% |
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