+0.9%
BB vs DTE
+137.8%
-136.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | -0.4% | -2.6% | +2.2% | +0.5% |
| 30D | -12.5% | -4.4% | -8.1% | -11.2% |
| 3M | -17.4% | -8.3% | -9.1% | -15.1% |
| 6M | +119.1% | -8.1% | +127.2% | +124.2% |
| YTD | +102.4% | +4.4% | +98.0% | +96.9% |
| 1Y | +98.2% | +0.2% | +98.0% | +95.8% |
| 3Y | +46.9% | +42.6% | +4.3% | +25.7% |
| 5Y | -26.4% | +31.5% | -57.9% | -35.8% |
| All | +0.9% | +137.8% | -136.9% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling