+237.9%
SPOT vs DT
+100.3%
+137.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.4% |
| 30D | +7.4% | +3.0% | +4.3% | +5.7% |
| 3M | +8.2% | +26.5% | -18.3% | -3.2% |
| 6M | +2.2% | +35.9% | -33.7% | -12.8% |
| YTD | -9.5% | +17.8% | -27.3% | -18.0% |
| 1Y | -23.8% | +4.1% | -27.9% | -27.3% |
| 3Y | +233.5% | +5.3% | +228.2% | +208.1% |
| 5Y | +112.2% | -27.2% | +139.4% | +112.2% |
| All | +237.9% | +100.3% | +137.6% | +125.8% |
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