+72.4%
BP vs DT
+73.5%
-1.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | -0.8% | -5.4% | +4.7% | 0.0% |
| 30D | -3.1% | -32.2% | +29.1% | +2.4% |
| 3M | +6.2% | -10.9% | +17.1% | +7.4% |
| 6M | +4.8% | +10.0% | -5.2% | +1.8% |
| YTD | +35.2% | +2.1% | +33.1% | +32.1% |
| 1Y | +27.4% | -5.5% | +32.9% | +26.2% |
| 3Y | +49.8% | -12.4% | +62.2% | +47.6% |
| 5Y | +109.4% | -39.7% | +149.1% | +114.2% |
| All | +72.4% | +73.5% | -1.1% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling