+1,251.0%
BE vs DT
-28.6%
+1,279.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.1% | +12.7% | +10.9% |
| 7D | +29.8% | -4.9% | +34.6% | +32.3% |
| 30D | +26.4% | +2.7% | +23.7% | +24.1% |
| 3M | +9.3% | +20.0% | -10.6% | -1.3% |
| 6M | +105.1% | +28.0% | +77.0% | +73.1% |
| YTD | +219.0% | +16.0% | +203.0% | +180.2% |
| 1Y | +418.8% | +0.7% | +418.0% | +388.3% |
| 3Y | +1,784.6% | +6.2% | +1,778.4% | +1,536.2% |
| 5Y | +1,251.0% | -28.1% | +1,279.1% | +1,195.8% |
| All | +1,251.0% | -28.6% | +1,279.6% | +1,195.8% |
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 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