+85.4%
BE vs DT
-2.7%
+88.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -5.0% |
| 7D | +10.8% | +3.1% | +7.7% | +11.4% |
| 30D | -19.8% | -29.5% | +9.8% | -26.3% |
| 3M | -18.7% | -11.7% | -7.0% | -19.6% |
| 6M | -33.7% | +29.0% | -62.7% | -25.4% |
| YTD | +121.0% | +3.4% | +117.6% | +146.4% |
| 1Y | +85.4% | -4.2% | +89.6% | +117.1% |
| All | +85.4% | -2.7% | +88.1% | +117.1% |
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