+150.9%
IR vs DT
+97.2%
+53.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.9% |
| 7D | +0.6% | -4.9% | +5.5% | +1.7% |
| 30D | -13.6% | +2.7% | -16.3% | -14.3% |
| 3M | +3.7% | +20.0% | -16.3% | -1.1% |
| 6M | -13.1% | +28.0% | -41.1% | -19.2% |
| YTD | -5.1% | +16.0% | -21.2% | -10.2% |
| 1Y | -6.5% | +0.7% | -7.2% | -8.5% |
| 3Y | +8.5% | +6.2% | +2.3% | +3.6% |
| 5Y | +43.3% | -28.1% | +71.4% | +42.1% |
| All | +150.9% | +97.2% | +53.7% | +86.5% |
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