+186.9%
IR vs DT
+70.5%
+116.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +1.5% | -7.5% | +9.1% | +3.3% |
| 30D | +9.0% | -31.5% | +40.5% | +17.8% |
| 3M | -0.9% | -14.0% | +13.1% | +1.6% |
| 6M | +13.4% | +6.9% | +6.6% | +9.7% |
| YTD | +8.5% | +0.3% | +8.1% | +5.2% |
| 1Y | +11.3% | -6.9% | +18.2% | +9.9% |
| 3Y | +26.0% | -13.9% | +39.9% | +25.4% |
| 5Y | +47.9% | -39.9% | +87.8% | +51.6% |
| All | +186.9% | +70.5% | +116.3% | +118.5% |
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