+1,335.7%
BP vs DTE
+3,490.8%
-2,155.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.9% |
| 7D | +3.9% | +0.2% | +3.8% | +3.9% |
| 30D | +7.6% | -2.6% | +10.2% | +8.8% |
| 3M | +0.7% | -3.9% | +4.6% | +2.2% |
| 6M | +15.5% | -7.9% | +23.4% | +19.2% |
| YTD | +30.8% | +7.2% | +23.7% | +25.9% |
| 1Y | +34.3% | +3.1% | +31.2% | +31.3% |
| 3Y | +35.1% | +47.6% | -12.5% | +10.2% |
| 5Y | +126.8% | +32.7% | +94.1% | +91.6% |
| 10Y | +123.4% | +138.8% | -15.4% | +42.6% |
| All | +1,335.7% | +3,490.8% | -2,155.1% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling