+112.2%
DT vs BUD
-15.2%
+127.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | +0.1% | -6.1% | +6.2% | +2.2% |
| 3M | +24.1% | -3.8% | +27.9% | +25.5% |
| 6M | +30.1% | +8.2% | +21.9% | +25.3% |
| YTD | +16.8% | +23.6% | -6.8% | +6.3% |
| 1Y | -0.1% | +33.4% | -33.5% | -11.9% |
| 3Y | +6.8% | +45.3% | -38.5% | -11.4% |
| 5Y | -28.4% | +44.3% | -72.6% | -41.6% |
| All | +112.2% | -15.2% | +127.4% | +162.1% |
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