-11.8%
BA vs DT
-8.7%
-3.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +1.1% | -24.7% | +25.8% | +1.7% |
| 30D | -7.9% | -27.4% | +19.4% | -7.3% |
| 3M | -25.3% | -11.1% | -14.2% | -25.0% |
| 6M | -24.6% | +13.7% | -38.3% | -23.6% |
| YTD | -20.1% | +0.2% | -20.4% | -16.9% |
| 1Y | -11.8% | -5.7% | -6.1% | -6.3% |
| All | -11.8% | -8.7% | -3.0% | -6.3% |
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