+10.8%
BTDR vs DG
+3.3%
+7.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.4% |
| 7D | -3.2% | -6.3% | +3.1% | -2.7% |
| 30D | +32.7% | +2.4% | +30.2% | +32.4% |
| 3M | -28.4% | +12.4% | -40.8% | -29.3% |
| 6M | +51.7% | -14.9% | +66.6% | +51.3% |
| YTD | +2.9% | -6.1% | +8.9% | +2.6% |
| 1Y | -15.5% | +17.9% | -33.3% | -15.8% |
| All | +10.8% | +3.3% | +7.5% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling