-46.8%
BA vs DT
+73.5%
-120.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.2% |
| 7D | -1.4% | -5.4% | +4.0% | +0.2% |
| 30D | -7.9% | -32.2% | +24.3% | +2.4% |
| 3M | -25.2% | -10.9% | -14.3% | -23.5% |
| 6M | -26.7% | +10.0% | -36.7% | -30.6% |
| YTD | -19.6% | +2.1% | -21.7% | -23.0% |
| 1Y | -10.6% | -5.5% | -5.1% | -12.2% |
| 3Y | -11.2% | -12.4% | +1.2% | -12.7% |
| 5Y | -20.4% | -39.7% | +19.3% | -16.4% |
| All | -46.8% | +73.5% | -120.3% | -65.9% |
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 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