-10.6%
BA vs DT
-5.1%
-5.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.1% |
| 7D | +5.9% | -25.5% | +31.4% | +6.5% |
| 30D | -8.2% | -22.3% | +14.1% | -7.7% |
| 3M | -25.4% | +2.3% | -27.7% | -25.2% |
| 6M | -20.0% | +20.7% | -40.7% | -19.2% |
| YTD | -18.5% | +7.9% | -26.4% | -15.5% |
| 1Y | -10.6% | -5.7% | -4.9% | -2.9% |
| All | -10.6% | -5.1% | -5.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling