+839.3%
BAX vs DTE
+3,521.9%
-2,682.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.6% | -4.1% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -9.7% | -1.9% | -7.9% | -9.2% |
| 3M | +29.3% | -3.3% | +32.6% | +30.7% |
| 6M | +40.7% | -7.1% | +47.8% | +44.2% |
| YTD | +30.3% | +8.1% | +22.2% | +26.5% |
| 1Y | +3.4% | +5.3% | -1.9% | +1.3% |
| 3Y | -32.0% | +48.2% | -80.2% | -41.2% |
| 5Y | -66.9% | +33.2% | -100.1% | -70.5% |
| 10Y | -37.1% | +137.5% | -174.6% | -55.6% |
| All | +839.3% | +3,521.9% | -2,682.7% | +133.5% |
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 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