+82.3%
DT vs BAH
+45.0%
+37.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -7.5% | +0.5% | -8.0% | -7.7% |
| 30D | -31.5% | +18.2% | -49.7% | -35.2% |
| 3M | -14.0% | +13.1% | -27.1% | -17.6% |
| 6M | +6.9% | +15.2% | -8.3% | +1.2% |
| YTD | +0.3% | +6.0% | -5.7% | -3.4% |
| 1Y | -6.9% | +3.1% | -10.0% | -9.8% |
| 3Y | -13.9% | -26.2% | +12.3% | -12.7% |
| 5Y | -39.9% | +9.3% | -49.2% | -50.6% |
| All | +82.3% | +45.0% | +37.3% | +14.6% |
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