+23.3%
BA vs DTE
+152.1%
-128.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -1.1% | +3.4% | -4.5% | -3.3% |
| 30D | -7.1% | +8.9% | -16.0% | -12.5% |
| 3M | -25.5% | +1.1% | -26.6% | -26.3% |
| 6M | -28.7% | +0.1% | -28.8% | -29.4% |
| YTD | -21.0% | +11.1% | -32.1% | -27.5% |
| 1Y | -11.9% | +4.9% | -16.8% | -16.0% |
| 3Y | -16.2% | +58.6% | -74.7% | -43.0% |
| 5Y | -22.4% | +47.3% | -69.7% | -46.5% |
| All | +23.3% | +152.1% | -128.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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