+62.6%
BTDR vs DAR
+32.2%
+30.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.2% | -15.0% | -13.7% |
| 7D | +15.4% | +9.2% | +6.3% | +11.3% |
| 30D | -33.4% | -12.3% | -21.2% | -29.8% |
| 3M | -32.0% | -12.7% | -19.3% | -29.0% |
| 6M | -52.2% | -12.8% | -39.5% | -50.6% |
| YTD | -45.3% | +53.8% | -99.1% | -58.6% |
| 1Y | -56.0% | +60.3% | -116.3% | -67.5% |
| All | +62.6% | +32.2% | +30.4% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling