+293.7%
SPOT vs DT
+75.7%
+218.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +1.6% | +3.1% | -1.5% | +0.3% |
| 30D | +16.9% | -29.5% | +46.5% | +33.6% |
| 3M | +23.0% | -11.7% | +34.7% | +26.9% |
| 6M | +42.2% | +29.0% | +13.2% | +23.1% |
| YTD | +5.5% | +3.4% | +2.1% | -0.8% |
| 1Y | -5.1% | -4.2% | -0.8% | -7.7% |
| 3Y | +257.9% | -12.8% | +270.7% | +252.8% |
| 5Y | +118.4% | -39.6% | +157.9% | +132.5% |
| All | +293.7% | +75.7% | +218.0% | +173.2% |
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