-14.4%
SMR vs DT
+14.7%
-29.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.7% | -15.0% | -15.4% |
| 7D | -11.2% | -1.6% | -9.6% | -10.9% |
| 30D | -10.2% | +3.0% | -13.3% | -11.4% |
| 3M | -10.0% | +26.5% | -36.5% | -18.0% |
| 6M | -30.5% | +35.9% | -66.4% | -38.7% |
| YTD | -39.2% | +17.8% | -57.1% | -44.0% |
| 1Y | -75.5% | +4.1% | -79.6% | -76.4% |
| 3Y | +45.4% | +5.3% | +40.1% | +41.5% |
| All | -14.4% | +14.7% | -29.2% | -19.9% |
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