+227.3%
MAR vs DT
+76.1%
+151.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.4% |
| 7D | +1.8% | +2.7% | -1.0% | +1.1% |
| 30D | +14.3% | -30.4% | +44.7% | +24.3% |
| 3M | +20.0% | -9.4% | +29.4% | +21.8% |
| 6M | +21.7% | +14.5% | +7.2% | +15.1% |
| YTD | +37.7% | +3.6% | +34.1% | +32.2% |
| 1Y | +46.8% | -3.4% | +50.2% | +43.6% |
| 3Y | +121.0% | -11.1% | +132.1% | +117.8% |
| 5Y | +183.1% | -39.5% | +222.5% | +194.2% |
| All | +227.3% | +76.1% | +151.2% | +115.3% |
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