+1,141.2%
BR vs DTE
+611.1%
+530.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.9% |
| 7D | -5.9% | +0.9% | -6.8% | -6.3% |
| 30D | +1.9% | -1.9% | +3.8% | +2.6% |
| 3M | +14.7% | -3.3% | +18.0% | +16.2% |
| 6M | -12.8% | -7.1% | -5.6% | -10.4% |
| YTD | -23.0% | +8.1% | -31.2% | -26.7% |
| 1Y | -31.7% | +5.3% | -36.9% | -34.1% |
| 3Y | -4.8% | +48.2% | -52.9% | -23.1% |
| 5Y | +7.8% | +33.2% | -25.4% | -8.8% |
| 10Y | +184.1% | +137.5% | +46.6% | +68.6% |
| All | +1,141.2% | +611.1% | +530.1% | +261.7% |
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