+7.9%
DT vs BB
+101.1%
-93.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.1% |
| 7D | -2.5% | -2.1% | -0.5% | -2.2% |
| 30D | +3.5% | -16.0% | +19.6% | +6.4% |
| 3M | +26.7% | -14.5% | +41.2% | +28.9% |
| 6M | +36.1% | +118.6% | -82.4% | +14.4% |
| YTD | +18.6% | +98.9% | -80.3% | +1.8% |
| 1Y | +7.9% | +99.5% | -91.6% | -7.5% |
| All | +7.9% | +101.1% | -93.2% | -7.5% |
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