-5.7%
DT vs BB
+88.0%
-93.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.0% | -7.5% | -1.7% |
| 7D | -25.5% | -6.8% | -18.7% | -24.6% |
| 30D | -22.3% | -3.5% | -18.8% | -22.1% |
| 3M | +2.3% | -1.2% | +3.6% | +1.9% |
| 6M | +20.7% | +57.0% | -36.3% | +10.4% |
| YTD | +7.9% | +131.1% | -123.2% | -8.4% |
| 1Y | -5.7% | +87.6% | -93.3% | -18.8% |
| All | -5.7% | +88.0% | -93.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling