-42.2%
DT vs BB
-18.0%
-24.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | -0.3% |
| 7D | -20.2% | +15.0% | -35.2% | -23.4% |
| 30D | -30.8% | +3.5% | -34.2% | -31.8% |
| 3M | -10.2% | +2.7% | -12.9% | -12.0% |
| 6M | +8.0% | +44.7% | -36.7% | -6.7% |
| YTD | +1.5% | +143.3% | -141.8% | -26.0% |
| 1Y | -6.9% | +102.2% | -109.1% | -28.5% |
| 3Y | -10.9% | +156.1% | -167.0% | -42.6% |
| 5Y | -42.2% | -17.6% | -24.6% | -27.9% |
| All | -42.2% | -18.0% | -24.2% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling