-38.7%
BTDR vs DAR
-19.2%
-19.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.2% | -15.0% | -13.4% |
| 7D | +15.4% | +9.2% | +6.3% | +12.7% |
| 30D | -33.4% | -12.3% | -21.2% | -31.0% |
| 3M | -32.0% | -12.7% | -19.3% | -30.0% |
| 6M | -52.2% | -12.8% | -39.5% | -51.1% |
| YTD | -45.3% | +53.8% | -99.1% | -53.5% |
| 1Y | -56.0% | +60.3% | -116.3% | -63.2% |
| 3Y | +54.4% | +31.7% | +22.7% | +33.9% |
| 5Y | -38.5% | -27.7% | -10.8% | -45.9% |
| All | -38.7% | -19.2% | -19.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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