+110.9%
DT vs BBY
+54.3%
+56.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -4.9% | +8.1% | -13.0% | -7.6% |
| 30D | +2.7% | +8.9% | -6.2% | -0.9% |
| 3M | +20.0% | +22.0% | -2.1% | +10.6% |
| 6M | +28.0% | +37.8% | -9.8% | +12.0% |
| YTD | +16.0% | +37.3% | -21.3% | +0.9% |
| 1Y | +0.7% | +21.6% | -20.8% | -8.8% |
| 3Y | +6.2% | +41.5% | -35.3% | -15.4% |
| 5Y | -28.1% | +1.2% | -29.4% | -35.6% |
| All | +110.9% | +54.3% | +56.5% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling