-28.4%
DT vs BAX
-67.6%
+39.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | -0.5% | -5.1% | +4.6% | +0.3% |
| 30D | +0.1% | -12.2% | +12.2% | +2.2% |
| 3M | +24.1% | +21.8% | +2.3% | +19.6% |
| 6M | +30.1% | +36.3% | -6.2% | +22.7% |
| YTD | +16.8% | +27.8% | -11.1% | +10.4% |
| 1Y | -0.1% | -0.1% | 0.0% | -1.3% |
| 3Y | +6.8% | -33.3% | +40.2% | +12.1% |
| 5Y | -28.4% | -67.1% | +38.7% | -10.6% |
| All | -28.4% | -67.6% | +39.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling