-47.8%
BA vs DT
+75.7%
-123.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +3.1% | -4.2% | -2.0% |
| 30D | -7.1% | -29.5% | +22.4% | +2.1% |
| 3M | -25.5% | -11.7% | -13.8% | -23.7% |
| 6M | -28.7% | +29.0% | -57.7% | -35.5% |
| YTD | -21.0% | +3.4% | -24.4% | -24.6% |
| 1Y | -11.9% | -4.2% | -7.6% | -13.8% |
| 3Y | -16.2% | -12.8% | -3.3% | -17.4% |
| 5Y | -22.4% | -39.6% | +17.2% | -18.4% |
| All | -47.8% | +75.7% | -123.5% | -66.6% |
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