-37.8%
U vs DT
+26.2%
-63.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.0% |
| 7D | +4.4% | -0.5% | +4.9% | +4.7% |
| 30D | -1.3% | +0.1% | -1.4% | -2.2% |
| 3M | +49.6% | +24.1% | +25.5% | +21.7% |
| 6M | +100.2% | +30.1% | +70.1% | +51.1% |
| YTD | -3.7% | +16.8% | -20.4% | -20.3% |
| 1Y | -6.5% | -0.1% | -6.4% | -12.1% |
| 3Y | +12.9% | +6.8% | +6.1% | -4.1% |
| 5Y | -68.3% | -28.4% | -39.9% | -66.2% |
| All | -37.8% | +26.2% | -63.9% | -55.4% |
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