+405.2%
BE vs DT
-43.4%
+448.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.7% |
| 7D | -14.7% | -24.7% | +10.0% | -5.1% |
| 30D | -40.5% | -27.4% | -13.2% | -32.8% |
| 3M | -24.3% | -11.1% | -13.2% | -22.3% |
| 6M | -39.3% | +13.7% | -53.0% | -46.1% |
| YTD | +99.4% | +0.2% | +99.1% | +83.4% |
| 1Y | +26.6% | -5.7% | +32.3% | +20.5% |
| 3Y | +1,616.9% | -8.1% | +1,625.1% | +1,455.4% |
| All | +405.2% | -43.4% | +448.6% | +507.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling