+1,381.0%
NET vs DT
+116.9%
+1,264.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.2% |
| 7D | -16.4% | -25.5% | +9.2% | +3.8% |
| 30D | -25.8% | -22.3% | -3.5% | -10.9% |
| 3M | -11.5% | +2.3% | -13.9% | -15.3% |
| 6M | +18.9% | +20.7% | -1.8% | -2.3% |
| YTD | +35.2% | +7.9% | +27.3% | +21.1% |
| 1Y | +14.5% | -5.7% | +20.2% | +14.0% |
| 3Y | +313.8% | -1.8% | +315.7% | +286.7% |
| 5Y | +32.6% | -39.7% | +72.3% | +75.1% |
| All | +1,381.0% | +116.9% | +1,264.1% | +902.2% |
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