-8.1%
DT vs BAH
-26.3%
+18.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.3% |
| 7D | -24.7% | -3.5% | -21.2% | -24.2% |
| 30D | -27.4% | +24.3% | -51.6% | -30.7% |
| 3M | -11.1% | +16.3% | -27.4% | -14.0% |
| 6M | +13.7% | +13.6% | +0.1% | +10.0% |
| YTD | +0.2% | +3.5% | -3.3% | -1.9% |
| 1Y | -5.7% | +2.7% | -8.4% | -7.7% |
| 3Y | -8.1% | -26.6% | +18.5% | -11.2% |
| All | -8.1% | -26.3% | +18.2% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling