+19.6%
BTDR vs DG
-40.8%
+60.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | -3.4% | -6.5% | +3.1% | -2.9% |
| 30D | +32.6% | +4.2% | +28.4% | +32.2% |
| 3M | -32.2% | +9.5% | -41.7% | -32.9% |
| 6M | +52.4% | -13.1% | +65.5% | +52.4% |
| YTD | +6.7% | -4.8% | +11.5% | +6.5% |
| 1Y | -15.2% | +20.6% | -35.8% | -16.0% |
| 3Y | +14.9% | +4.9% | +9.9% | +17.7% |
| 5Y | +20.8% | -37.9% | +58.7% | +25.5% |
| All | +19.6% | -40.8% | +60.4% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling