+2,376.7%
BE vs DT
+103.5%
+2,273.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +8.2% |
| 7D | +20.0% | -3.3% | +23.3% | +21.9% |
| 30D | +7.9% | +2.0% | +5.9% | +5.9% |
| 3M | -13.2% | +20.0% | -33.2% | -23.6% |
| 6M | +53.5% | +39.3% | +14.2% | +17.4% |
| YTD | +191.0% | +19.8% | +171.3% | +140.6% |
| 1Y | +360.5% | +4.3% | +356.2% | +309.9% |
| 3Y | +1,568.0% | +7.7% | +1,560.3% | +1,279.4% |
| 5Y | +1,055.2% | -26.8% | +1,082.0% | +1,069.8% |
| All | +2,376.7% | +103.5% | +2,273.2% | +1,042.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling