+85.5%
DT vs BAX
-64.6%
+150.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -5.4% | -0.6% | -4.8% | -5.3% |
| 30D | -32.2% | +6.3% | -38.5% | -33.4% |
| 3M | -10.9% | -4.6% | -6.4% | -10.2% |
| 6M | +10.0% | +50.4% | -40.4% | -1.8% |
| YTD | +2.1% | +38.0% | -35.9% | -8.3% |
| 1Y | -5.5% | +44.6% | -50.1% | -16.4% |
| 3Y | -12.4% | -15.1% | +2.7% | -13.6% |
| 5Y | -39.7% | -63.3% | +23.6% | -17.6% |
| All | +85.5% | -64.6% | +150.1% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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