+82.3%
DT vs BAX
-64.5%
+146.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -7.5% | +3.6% | -11.2% | -8.3% |
| 30D | -31.5% | +8.5% | -40.0% | -33.1% |
| 3M | -14.0% | -4.9% | -9.1% | -13.3% |
| 6M | +6.9% | +47.0% | -40.1% | -4.0% |
| YTD | +0.3% | +38.4% | -38.1% | -9.9% |
| 1Y | -6.9% | +49.1% | -56.0% | -18.3% |
| 3Y | -13.9% | -14.9% | +1.0% | -15.1% |
| 5Y | -39.9% | -63.1% | +23.2% | -18.0% |
| All | +82.3% | -64.5% | +146.8% | +147.1% |
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