-47.5%
BA vs DT
+72.4%
-119.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -1.7% | -20.2% | +18.5% | +4.4% |
| 30D | -9.5% | -30.8% | +21.3% | 0.0% |
| 3M | -26.5% | -10.2% | -16.3% | -25.0% |
| 6M | -27.4% | +8.0% | -35.4% | -30.8% |
| YTD | -20.6% | +1.5% | -22.1% | -23.8% |
| 1Y | -11.4% | -6.9% | -4.5% | -12.7% |
| 3Y | -10.8% | -10.9% | +0.1% | -12.8% |
| 5Y | -21.9% | -42.2% | +20.2% | -16.8% |
| All | -47.5% | +72.4% | -119.9% | -66.2% |
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