-22.1%
BA vs DT
-43.6%
+21.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.1% | -24.7% | +25.8% | +8.1% |
| 30D | -7.9% | -27.4% | +19.4% | -0.7% |
| 3M | -25.3% | -11.1% | -14.2% | -23.9% |
| 6M | -24.6% | +13.7% | -38.3% | -28.9% |
| YTD | -20.1% | +0.2% | -20.4% | -22.6% |
| 1Y | -11.8% | -5.7% | -6.1% | -12.9% |
| 3Y | -10.1% | -8.1% | -2.0% | -12.7% |
| All | -22.1% | -43.6% | +21.5% | -15.2% |
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 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