+112.2%
DT vs BAH
+19.8%
+92.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | +0.1% | -6.6% | +6.7% | +2.2% |
| 3M | +24.1% | -7.2% | +31.3% | +26.3% |
| 6M | +30.1% | -10.0% | +40.1% | +33.6% |
| YTD | +16.8% | -12.5% | +29.2% | +19.9% |
| 1Y | -0.1% | -27.9% | +27.8% | +8.5% |
| 3Y | +6.8% | -31.4% | +38.2% | +9.4% |
| 5Y | -28.4% | -3.2% | -25.1% | -39.6% |
| All | +112.2% | +19.8% | +92.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling