+0.7%
DT vs BUD
+35.5%
-34.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.3% |
| 7D | -4.9% | +0.8% | -5.6% | -4.7% |
| 30D | +2.7% | -4.8% | +7.5% | +1.3% |
| 3M | +20.0% | +1.4% | +18.6% | +21.1% |
| 6M | +28.0% | +9.9% | +18.2% | +30.9% |
| YTD | +16.0% | +26.3% | -10.3% | +21.0% |
| 1Y | +0.7% | +36.1% | -35.4% | +5.3% |
| All | +0.7% | +35.5% | -34.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling