+106.0%
SO vs DT
+97.2%
+8.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.2% |
| 7D | +1.0% | -4.9% | +5.9% | +1.3% |
| 30D | -3.2% | +2.7% | -5.9% | -3.4% |
| 3M | -1.7% | +20.0% | -21.7% | -3.1% |
| 6M | -7.2% | +28.0% | -35.2% | -9.2% |
| YTD | +4.6% | +16.0% | -11.5% | +2.9% |
| 1Y | +1.2% | +0.7% | +0.5% | +0.7% |
| 3Y | +45.3% | +6.2% | +39.1% | +42.2% |
| 5Y | +58.7% | -28.1% | +86.9% | +59.2% |
| All | +106.0% | +97.2% | +8.8% | +58.1% |
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