-53.7%
SMR vs DT
+0.7%
-54.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -8.3% | +3.1% | -11.4% | -9.2% |
| 30D | -20.1% | -29.5% | +9.5% | -10.8% |
| 3M | -52.7% | -11.7% | -41.0% | -51.2% |
| 6M | -61.0% | +29.0% | -90.0% | -65.1% |
| YTD | -67.1% | +3.4% | -70.5% | -68.5% |
| 1Y | -79.9% | -4.2% | -75.6% | -80.2% |
| 3Y | +101.7% | -12.8% | +114.6% | +106.0% |
| All | -53.7% | +0.7% | -54.3% | -55.0% |
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