-0.9%
BA vs DT
-27.0%
+26.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.2% |
| 7D | +1.2% | -3.3% | +4.5% | +2.0% |
| 30D | -11.6% | +2.0% | -13.7% | -12.3% |
| 3M | -2.4% | +20.0% | -22.4% | -7.5% |
| 6M | -6.6% | +39.3% | -45.9% | -16.2% |
| YTD | -2.2% | +19.8% | -22.0% | -8.6% |
| 1Y | -8.0% | +4.3% | -12.3% | -10.5% |
| 3Y | -5.0% | +7.7% | -12.7% | -10.5% |
| All | -0.9% | -27.0% | +26.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling