+117.6%
DT vs BAX
-65.3%
+182.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -3.3% | -1.1% | -2.1% | -3.0% |
| 30D | +2.0% | -5.5% | +7.5% | +3.4% |
| 3M | +20.0% | +33.5% | -13.5% | +10.9% |
| 6M | +39.3% | +35.9% | +3.4% | +27.5% |
| YTD | +19.8% | +35.4% | -15.6% | +8.5% |
| 1Y | +4.3% | +9.8% | -5.5% | -0.4% |
| 3Y | +7.7% | -32.7% | +40.4% | +15.8% |
| 5Y | -26.8% | -65.6% | +38.7% | +2.7% |
| All | +117.6% | -65.3% | +182.9% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling