-27.6%
BB vs DTE
+31.2%
-58.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.4% |
| 30D | -16.0% | -2.4% | -13.6% | -15.4% |
| 3M | -14.5% | -7.3% | -7.2% | -12.6% |
| 6M | +118.6% | -7.6% | +126.2% | +123.0% |
| YTD | +98.9% | +5.8% | +93.1% | +91.5% |
| 1Y | +99.5% | +2.3% | +97.1% | +94.5% |
| 3Y | +65.4% | +45.0% | +20.3% | +35.5% |
| 5Y | -27.6% | +33.2% | -60.9% | -38.7% |
| All | -27.6% | +31.2% | -58.9% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling