+87.8%
DT vs BUD
-7.8%
+95.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.6% |
| 7D | +3.1% | +1.0% | +2.1% | +2.7% |
| 30D | -29.5% | +6.7% | -36.2% | -31.2% |
| 3M | -11.7% | +5.7% | -17.4% | -13.5% |
| 6M | +29.0% | +5.8% | +23.2% | +25.8% |
| YTD | +3.4% | +34.4% | -31.0% | -8.7% |
| 1Y | -4.2% | +33.3% | -37.5% | -15.3% |
| 3Y | -12.8% | +48.8% | -61.7% | -28.0% |
| 5Y | -39.6% | +52.5% | -92.1% | -51.5% |
| All | +87.8% | -7.8% | +95.6% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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