+39.1%
BP vs DTE
+47.2%
-8.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +7.8% | -0.5% | +8.4% | +7.9% |
| 3M | +8.4% | -6.0% | +14.4% | +9.7% |
| 6M | +15.1% | -7.2% | +22.3% | +16.7% |
| YTD | +36.4% | +7.2% | +29.3% | +33.6% |
| 1Y | +40.9% | +4.1% | +36.8% | +38.9% |
| All | +39.1% | +47.2% | -8.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling