+5.9%
XYZ vs DT
+73.5%
-67.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.9% |
| 7D | -2.2% | -5.4% | +3.3% | +1.4% |
| 30D | +11.6% | -32.2% | +43.8% | +41.2% |
| 3M | +8.4% | -10.9% | +19.3% | +13.6% |
| 6M | +17.2% | +10.0% | +7.2% | +4.3% |
| YTD | +31.7% | +2.1% | +29.6% | +21.1% |
| 1Y | +30.1% | -5.5% | +35.6% | +25.5% |
| 3Y | +66.4% | -12.4% | +78.9% | +65.0% |
| 5Y | -62.2% | -39.7% | -22.5% | -54.0% |
| All | +5.9% | +73.5% | -67.6% | -27.4% |
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