+117.6%
DT vs BUD
-12.6%
+130.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | +2.0% | -5.7% | +7.7% | +4.1% |
| 3M | +20.0% | +3.1% | +16.9% | +18.5% |
| 6M | +39.3% | +7.9% | +31.4% | +34.3% |
| YTD | +19.8% | +27.3% | -7.6% | +7.9% |
| 1Y | +4.3% | +37.8% | -33.5% | -9.1% |
| 3Y | +7.7% | +49.8% | -42.1% | -11.6% |
| 5Y | -26.8% | +43.8% | -70.7% | -40.1% |
| All | +117.6% | -12.6% | +130.3% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling