+875.2%
BAX vs DTE
+3,620.6%
-2,745.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.1% | +3.4% | -3.4% | -1.1% |
| 30D | +4.1% | +8.9% | -4.8% | +1.0% |
| 3M | -4.5% | +1.1% | -5.6% | -5.0% |
| 6M | +49.2% | +0.1% | +49.2% | +49.0% |
| YTD | +35.2% | +11.1% | +24.2% | +30.0% |
| 1Y | +38.3% | +4.9% | +33.3% | +35.5% |
| 3Y | -19.0% | +58.6% | -77.6% | -31.6% |
| 5Y | -64.2% | +47.3% | -111.4% | -69.2% |
| 10Y | -35.7% | +151.3% | -187.0% | -55.5% |
| All | +875.2% | +3,620.6% | -2,745.4% | +139.9% |
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