+34.3%
BP vs DT
+4.0%
+30.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.4% |
| 7D | +3.9% | -3.3% | +7.2% | +3.7% |
| 30D | +7.6% | +2.0% | +5.6% | +7.8% |
| 3M | +0.7% | +20.0% | -19.3% | +2.3% |
| 6M | +15.5% | +39.3% | -23.8% | +18.2% |
| YTD | +30.8% | +19.8% | +11.1% | +30.6% |
| 1Y | +34.3% | +4.3% | +30.0% | +31.5% |
| All | +34.3% | +4.0% | +30.3% | +31.5% |
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