-26.7%
DT vs BBY
-1.6%
-25.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -2.5% | +0.7% | -3.2% | -2.8% |
| 30D | +3.5% | +5.8% | -2.2% | +1.4% |
| 3M | +26.7% | +18.0% | +8.7% | +19.5% |
| 6M | +36.1% | +39.8% | -3.7% | +20.7% |
| YTD | +18.6% | +35.4% | -16.8% | +5.6% |
| 1Y | +7.9% | +21.4% | -13.5% | -0.9% |
| 3Y | +8.6% | +39.5% | -31.0% | -11.4% |
| 5Y | -26.7% | -0.5% | -26.2% | -32.3% |
| All | -26.7% | -1.6% | -25.0% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling