+48.0%
BAX vs DTE
+5.6%
+42.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.5% | +3.3% |
| 7D | +4.1% | +4.2% | -0.1% | +2.8% |
| 30D | +9.4% | +10.0% | -0.6% | +6.2% |
| 3M | -6.5% | -2.1% | -4.4% | -5.4% |
| 6M | +59.6% | -4.7% | +64.3% | +63.2% |
| YTD | +38.9% | +9.3% | +29.6% | +39.9% |
| 1Y | +48.0% | +6.6% | +41.4% | +49.3% |
| All | +48.0% | +5.6% | +42.4% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling