+6.2%
DT vs BAX
-32.5%
+38.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -2.7% |
| 7D | -4.9% | -2.4% | -2.4% | -4.6% |
| 30D | +2.7% | -9.7% | +12.4% | +3.9% |
| 3M | +20.0% | +29.3% | -9.3% | +16.1% |
| 6M | +28.0% | +40.7% | -12.6% | +22.4% |
| YTD | +16.0% | +30.3% | -14.2% | +11.2% |
| 1Y | +0.7% | +3.4% | -2.7% | -0.5% |
| 3Y | +6.2% | -32.0% | +38.2% | +10.6% |
| All | +6.2% | -32.5% | +38.7% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling