+56.7%
BDX vs DTE
+137.8%
-81.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -3.2% | -2.6% | -0.6% | -2.3% |
| 30D | -2.5% | -4.4% | +1.8% | -1.1% |
| 3M | +21.4% | -8.3% | +29.7% | +25.1% |
| 6M | +10.4% | -8.1% | +18.5% | +13.5% |
| YTD | +18.8% | +4.4% | +14.4% | +16.7% |
| 1Y | +21.7% | +0.2% | +21.5% | +21.2% |
| 3Y | -10.0% | +42.6% | -52.6% | -20.8% |
| 5Y | -1.8% | +31.5% | -33.3% | -11.4% |
| All | +56.7% | +137.8% | -81.1% | +15.5% |
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