+1,784.6%
BE vs DT
+3.8%
+1,780.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.1% | +12.7% | +9.8% |
| 7D | +29.8% | -4.9% | +34.6% | +30.1% |
| 30D | +26.4% | +2.7% | +23.7% | +26.0% |
| 3M | +9.3% | +20.0% | -10.6% | +7.8% |
| 6M | +105.1% | +28.0% | +77.0% | +100.1% |
| YTD | +219.0% | +16.0% | +203.0% | +218.2% |
| 1Y | +418.8% | +0.7% | +418.0% | +438.6% |
| 3Y | +1,784.6% | +6.2% | +1,778.4% | +1,665.0% |
| All | +1,784.6% | +3.8% | +1,780.7% | +1,665.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling