+112.2%
DT vs BB
+5.9%
+106.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -0.5% | +1.8% | -2.4% | -0.9% |
| 30D | +0.1% | -12.2% | +12.3% | +2.7% |
| 3M | +24.1% | -12.3% | +36.4% | +25.8% |
| 6M | +30.1% | +122.7% | -92.6% | +5.7% |
| YTD | +16.8% | +104.5% | -87.7% | -3.2% |
| 1Y | -0.1% | +106.7% | -106.8% | -18.0% |
| 3Y | +6.8% | +70.0% | -63.1% | -14.0% |
| 5Y | -28.4% | -27.8% | -0.6% | -33.6% |
| All | +112.2% | +5.9% | +106.3% | +16.3% |
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