+6.2%
DT vs BB
+68.2%
-62.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.5% |
| 7D | -4.9% | +0.5% | -5.4% | -4.9% |
| 30D | +2.7% | -12.4% | +15.1% | +4.7% |
| 3M | +20.0% | -15.3% | +35.3% | +22.0% |
| 6M | +28.0% | +128.8% | -100.7% | +10.2% |
| YTD | +16.0% | +107.7% | -91.6% | +1.5% |
| 1Y | +0.7% | +103.9% | -103.2% | -12.0% |
| 3Y | +6.2% | +72.6% | -66.4% | -10.0% |
| All | +6.2% | +68.2% | -62.0% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling