-13.2%
W vs DT
+70.5%
-83.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.0% |
| 7D | +1.1% | -7.5% | +8.6% | +6.9% |
| 30D | +6.4% | -31.5% | +37.9% | +36.6% |
| 3M | +9.0% | -14.0% | +23.0% | +17.8% |
| 6M | +69.8% | +6.9% | +63.0% | +52.1% |
| YTD | +12.1% | +0.3% | +11.7% | +1.9% |
| 1Y | 0.0% | -6.9% | +6.9% | -4.3% |
| 3Y | +160.3% | -13.9% | +174.2% | +157.0% |
| 5Y | -53.3% | -39.9% | -13.4% | -41.7% |
| All | -13.2% | +70.5% | -83.7% | -52.1% |
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