+135.8%
BP vs DT
-28.6%
+164.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.7% |
| 7D | +0.9% | -4.9% | +5.8% | +1.4% |
| 30D | +9.1% | +2.7% | +6.4% | +8.7% |
| 3M | +3.9% | +20.0% | -16.1% | +1.6% |
| 6M | +13.6% | +28.0% | -14.4% | +9.9% |
| YTD | +34.0% | +16.0% | +18.0% | +30.9% |
| 1Y | +39.2% | +0.7% | +38.4% | +38.2% |
| 3Y | +36.4% | +6.2% | +30.2% | +32.5% |
| 5Y | +135.8% | -28.1% | +163.9% | +126.2% |
| All | +135.8% | -28.6% | +164.4% | +126.2% |
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