+88.3%
DT vs BB
+24.6%
+63.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.1% |
| 7D | +2.7% | +9.0% | -6.2% | +0.8% |
| 30D | -30.4% | +7.7% | -38.0% | -31.7% |
| 3M | -9.4% | +4.0% | -13.4% | -11.0% |
| 6M | +14.5% | +46.6% | -32.1% | +2.4% |
| YTD | +3.6% | +140.6% | -137.0% | -17.7% |
| 1Y | -3.4% | +103.1% | -106.6% | -20.6% |
| 3Y | -11.1% | +150.5% | -161.7% | -34.6% |
| 5Y | -39.5% | -15.4% | -24.1% | -46.0% |
| All | +88.3% | +24.6% | +63.7% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling