+308.9%
BB vs DTE
+1,179.3%
-870.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | -12.4% | -1.9% | -10.5% | -11.7% |
| 3M | -15.3% | -3.3% | -12.0% | -14.4% |
| 6M | +128.8% | -7.1% | +135.9% | +133.8% |
| YTD | +107.7% | +8.1% | +99.5% | +99.1% |
| 1Y | +103.9% | +5.3% | +98.6% | +97.5% |
| 3Y | +72.6% | +48.2% | +24.4% | +44.4% |
| 5Y | -24.3% | +33.2% | -57.5% | -34.7% |
| 10Y | +3.1% | +137.5% | -134.4% | -32.9% |
| All | +308.9% | +1,179.3% | -870.4% | +48.3% |
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 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