+130.1%
IBM vs DT
+70.5%
+59.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.5% |
| 7D | -2.2% | -7.5% | +5.3% | -1.1% |
| 30D | +7.7% | -31.5% | +39.2% | +13.6% |
| 3M | +3.5% | -14.0% | +17.5% | +5.5% |
| 6M | +7.2% | +6.9% | +0.3% | +5.6% |
| YTD | -15.8% | +0.3% | -16.1% | -16.6% |
| 1Y | -19.3% | -6.9% | -12.4% | -19.4% |
| 3Y | +78.0% | -13.9% | +91.9% | +77.9% |
| 5Y | +143.0% | -39.9% | +183.0% | +148.5% |
| All | +130.1% | +70.5% | +59.5% | +86.8% |
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