-26.6%
U vs DT
+12.0%
-38.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | -0.1% |
| 7D | +2.8% | +2.7% | +0.1% | +0.6% |
| 30D | +7.6% | -30.4% | +38.0% | +39.2% |
| 3M | +12.7% | -9.4% | +22.1% | +16.1% |
| 6M | +87.0% | +14.5% | +72.4% | +52.3% |
| YTD | +13.6% | +3.6% | +10.0% | -0.7% |
| 1Y | +25.3% | -3.4% | +28.7% | +16.0% |
| 3Y | +85.8% | -11.1% | +96.9% | +77.1% |
| 5Y | -74.5% | -39.5% | -35.0% | -70.4% |
| All | -26.6% | +12.0% | -38.6% | -44.5% |
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