+1,821.9%
BA vs DTE
+3,490.8%
-1,668.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -11.6% | -2.6% | -9.1% | -10.5% |
| 3M | -2.4% | -3.9% | +1.5% | -0.7% |
| 6M | -6.6% | -7.9% | +1.3% | -3.1% |
| YTD | -2.2% | +7.2% | -9.4% | -6.2% |
| 1Y | -8.0% | +3.1% | -11.1% | -10.2% |
| 3Y | -5.0% | +47.6% | -52.6% | -24.5% |
| 5Y | -2.7% | +32.7% | -35.4% | -19.5% |
| 10Y | +75.9% | +138.8% | -62.9% | +11.3% |
| All | +1,821.9% | +3,490.8% | -1,668.9% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling