+184.2%
IR vs DT
+73.5%
+110.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | +1.1% | -5.4% | +6.5% | +2.3% |
| 30D | +7.6% | -32.2% | +39.8% | +16.5% |
| 3M | +0.1% | -10.9% | +11.0% | +1.8% |
| 6M | +14.0% | +10.0% | +4.0% | +9.5% |
| YTD | +7.5% | +2.1% | +5.4% | +3.8% |
| 1Y | +10.1% | -5.5% | +15.6% | +8.4% |
| 3Y | +24.9% | -12.4% | +37.3% | +23.8% |
| 5Y | +46.9% | -39.7% | +86.6% | +50.5% |
| All | +184.2% | +73.5% | +110.8% | +115.7% |
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