+40.9%
BP vs DT
+1.4%
+39.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +4.0% | -0.5% | +4.5% | +3.9% |
| 30D | +7.8% | +0.1% | +7.8% | +7.9% |
| 3M | +8.4% | +24.1% | -15.7% | +9.9% |
| 6M | +15.1% | +30.1% | -15.1% | +17.0% |
| YTD | +36.4% | +16.8% | +19.7% | +35.9% |
| 1Y | +40.9% | -0.1% | +41.0% | +37.0% |
| All | +40.9% | +1.4% | +39.5% | +37.0% |
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 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