+118.4%
IBM vs DT
+97.2%
+21.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | +0.3% | -4.9% | +5.2% | +1.0% |
| 30D | -1.5% | +2.7% | -4.2% | -1.9% |
| 3M | -16.8% | +20.0% | -36.7% | -19.1% |
| 6M | -9.0% | +28.0% | -37.1% | -12.5% |
| YTD | -20.1% | +16.0% | -36.1% | -22.3% |
| 1Y | -7.0% | +0.7% | -7.7% | -8.2% |
| 3Y | +72.4% | +6.2% | +66.2% | +67.8% |
| 5Y | +112.0% | -28.1% | +140.1% | +111.1% |
| All | +118.4% | +97.2% | +21.2% | +74.0% |
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