-22.7%
W vs DT
+98.4%
-121.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.3% |
| 7D | +5.9% | -0.5% | +6.4% | +6.2% |
| 30D | -3.0% | +0.1% | -3.1% | -3.7% |
| 3M | +40.3% | +24.1% | +16.2% | +18.0% |
| 6M | +32.2% | +30.1% | +2.1% | +3.6% |
| YTD | -0.3% | +16.8% | -17.0% | -16.7% |
| 1Y | +16.2% | -0.1% | +16.3% | +7.5% |
| 3Y | +40.7% | +6.8% | +33.9% | +21.6% |
| 5Y | -62.3% | -28.4% | -34.0% | -57.8% |
| All | -22.7% | +98.4% | -121.2% | -60.8% |
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