+24.5%
O vs DT
+75.7%
-51.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.4% | +3.1% | -3.5% | -0.8% |
| 30D | +7.1% | -29.5% | +36.7% | +12.5% |
| 3M | -5.2% | -11.7% | +6.5% | -4.1% |
| 6M | -1.8% | +29.0% | -30.8% | -7.0% |
| YTD | +9.1% | +3.4% | +5.7% | +6.3% |
| 1Y | +9.7% | -4.2% | +13.9% | +8.3% |
| 3Y | +39.1% | -12.8% | +52.0% | +37.1% |
| 5Y | +8.4% | -39.6% | +47.9% | +11.6% |
| All | +24.5% | +75.7% | -51.2% | -18.4% |
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