+874.4%
BAH vs DTE
+521.8%
+352.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | -4.5% | -1.9% | -2.6% | -3.9% |
| 3M | -7.6% | -3.3% | -4.3% | -6.6% |
| 6M | -10.6% | -7.1% | -3.5% | -8.6% |
| YTD | -12.6% | +8.1% | -20.7% | -15.1% |
| 1Y | -27.0% | +5.3% | -32.2% | -28.6% |
| 3Y | -31.5% | +48.2% | -79.7% | -41.1% |
| 5Y | -3.8% | +33.2% | -37.1% | -14.6% |
| 10Y | +183.9% | +137.5% | +46.4% | +99.6% |
| All | +874.4% | +521.8% | +352.5% | +279.9% |
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