-17.7%
BB vs DTE
+46.4%
-64.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +1.8% | +3.4% | -1.6% | +0.8% |
| 30D | +8.1% | +8.9% | -0.8% | +5.2% |
| 3M | -1.0% | +1.1% | -2.1% | -1.4% |
| 6M | +45.9% | +0.1% | +45.8% | +45.2% |
| YTD | +134.8% | +11.1% | +123.8% | +122.4% |
| 1Y | +104.6% | +4.9% | +99.7% | +98.5% |
| 3Y | +152.8% | +58.6% | +94.3% | +100.6% |
| All | -17.7% | +46.4% | -64.2% | -30.8% |
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