+2,537.4%
BE vs DT
+98.4%
+2,439.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | +23.9% | -0.5% | +24.5% | +24.1% |
| 30D | +27.8% | +0.1% | +27.8% | +26.7% |
| 3M | +3.7% | +24.1% | -20.4% | -10.8% |
| 6M | +78.0% | +30.1% | +47.8% | +41.9% |
| YTD | +209.9% | +16.8% | +193.2% | +159.2% |
| 1Y | +389.6% | -0.1% | +389.7% | +346.0% |
| 3Y | +1,730.6% | +6.8% | +1,723.8% | +1,413.2% |
| 5Y | +1,227.8% | -28.4% | +1,256.2% | +1,256.4% |
| All | +2,537.4% | +98.4% | +2,439.0% | +1,130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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