+141.3%
BP vs DTE
+31.2%
+110.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.2% |
| 7D | +5.7% | -2.0% | +7.7% | +6.3% |
| 30D | +8.1% | -2.4% | +10.5% | +8.7% |
| 3M | +8.6% | -7.3% | +15.9% | +10.6% |
| 6M | +18.1% | -7.6% | +25.8% | +20.3% |
| YTD | +37.6% | +5.8% | +31.8% | +34.8% |
| 1Y | +39.4% | +2.3% | +37.1% | +37.7% |
| 3Y | +40.1% | +45.0% | -4.9% | +24.6% |
| 5Y | +141.3% | +33.2% | +108.1% | +119.4% |
| All | +141.3% | +31.2% | +110.1% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling