+190.3%
IR vs DT
+72.4%
+117.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.4% |
| 7D | +5.0% | -20.2% | +25.3% | +9.9% |
| 30D | +10.3% | -30.8% | +41.1% | +18.9% |
| 3M | -0.1% | -10.2% | +10.1% | +1.4% |
| 6M | +14.8% | +8.0% | +6.7% | +10.7% |
| YTD | +9.7% | +1.5% | +8.3% | +6.2% |
| 1Y | +12.2% | -6.9% | +19.1% | +10.9% |
| 3Y | +30.0% | -10.9% | +40.9% | +28.3% |
| 5Y | +46.8% | -42.2% | +89.0% | +51.7% |
| All | +190.3% | +72.4% | +117.8% | +120.6% |
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