-47.8%
BA vs DT
+76.1%
-123.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | -0.6% | +2.7% | -3.3% | -1.3% |
| 30D | -8.0% | -30.4% | +22.3% | +1.5% |
| 3M | -25.8% | -9.4% | -16.4% | -24.5% |
| 6M | -27.6% | +14.5% | -42.1% | -32.2% |
| YTD | -21.0% | +3.6% | -24.6% | -24.7% |
| 1Y | -12.3% | -3.4% | -8.8% | -14.4% |
| 3Y | -12.8% | -11.1% | -1.7% | -14.6% |
| 5Y | -22.4% | -39.5% | +17.1% | -18.4% |
| All | -47.8% | +76.1% | -123.8% | -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