+310.6%
BE vs DT
+1.8%
+308.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -3.5% |
| 7D | +9.7% | -2.5% | +12.3% | +9.1% |
| 30D | +22.4% | +3.5% | +18.8% | +23.9% |
| 3M | +10.4% | +26.7% | -16.4% | +20.2% |
| 6M | +67.9% | +36.1% | +31.7% | +90.5% |
| YTD | +197.5% | +18.6% | +178.8% | +231.9% |
| 1Y | +310.6% | +7.9% | +302.7% | +372.8% |
| All | +310.6% | +1.8% | +308.8% | +372.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling