+26.7%
BTDR vs DG
-39.3%
+66.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.4% | +2.6% |
| 7D | +22.4% | -2.5% | +24.9% | +22.6% |
| 30D | +16.5% | +1.0% | +15.4% | +16.4% |
| 3M | -31.5% | +20.3% | -51.8% | -32.7% |
| 6M | +74.0% | -11.7% | +85.8% | +73.8% |
| YTD | +13.0% | -2.3% | +15.3% | +12.6% |
| 1Y | -0.2% | +20.0% | -20.2% | -1.3% |
| 3Y | +9.9% | +7.2% | +2.6% | +12.4% |
| 5Y | +28.1% | -37.9% | +66.0% | +32.2% |
| All | +26.7% | -39.3% | +66.0% | +30.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling