-69.4%
BTDR vs DG
+45.3%
-114.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.5% | -14.2% | -6.4% |
| 7D | -17.6% | +12.3% | -29.8% | -18.9% |
| 30D | -40.3% | +19.3% | -59.6% | -42.5% |
| 3M | -42.6% | +11.9% | -54.5% | -43.8% |
| 6M | -46.3% | +25.0% | -71.3% | -50.5% |
| YTD | -41.7% | +8.7% | -50.5% | -43.4% |
| 1Y | -69.4% | +44.7% | -114.1% | -73.0% |
| All | -69.4% | +45.3% | -114.7% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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