+114.1%
DT vs BBY
+56.9%
+57.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.8% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +3.0% | +9.4% | -6.4% | -0.7% |
| 3M | +26.5% | +19.3% | +7.2% | +17.6% |
| 6M | +35.9% | +47.9% | -12.0% | +15.8% |
| YTD | +17.8% | +39.6% | -21.7% | +1.8% |
| 1Y | +4.1% | +22.2% | -18.1% | -6.0% |
| 3Y | +5.3% | +45.0% | -39.7% | -16.9% |
| 5Y | -27.2% | +2.6% | -29.7% | -35.0% |
| All | +114.1% | +56.9% | +57.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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