-1.1%
XYZ vs DT
+97.2%
-98.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -1.2% |
| 7D | +2.9% | -4.9% | +7.7% | +6.0% |
| 30D | +1.4% | +2.7% | -1.3% | -0.8% |
| 3M | +14.6% | +20.0% | -5.4% | +0.1% |
| 6M | +20.8% | +28.0% | -7.3% | -1.7% |
| YTD | +23.1% | +16.0% | +7.0% | +6.6% |
| 1Y | +5.6% | +0.7% | +4.9% | 0.0% |
| 3Y | +50.9% | +6.2% | +44.7% | +35.3% |
| 5Y | -68.6% | -28.1% | -40.4% | -65.0% |
| All | -1.1% | +97.2% | -98.3% | -36.0% |
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