+117.6%
DT vs BB
+5.2%
+112.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | -5.6% | +2.3% | -2.0% |
| 30D | +2.0% | -11.8% | +13.8% | +4.7% |
| 3M | +20.0% | -25.5% | +45.5% | +26.0% |
| 6M | +39.3% | +121.3% | -82.0% | +13.4% |
| YTD | +19.8% | +103.2% | -83.4% | -0.5% |
| 1Y | +4.3% | +102.6% | -98.4% | -14.0% |
| 3Y | +7.7% | +37.5% | -29.8% | -9.0% |
| 5Y | -26.8% | -30.4% | +3.6% | -31.7% |
| All | +117.6% | +5.2% | +112.4% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling