+24.5%
BTDR vs DG
-38.6%
+63.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.5% |
| 7D | +14.8% | -4.8% | +19.6% | +15.2% |
| 30D | +41.8% | +1.8% | +40.0% | +41.6% |
| 3M | -29.2% | +14.5% | -43.6% | -30.1% |
| 6M | +66.2% | -13.6% | +79.7% | +66.2% |
| YTD | +10.0% | -4.8% | +14.8% | +9.8% |
| 1Y | -11.0% | +21.6% | -32.5% | -11.8% |
| 3Y | +6.9% | +4.5% | +2.5% | +9.6% |
| All | +24.5% | -38.6% | +63.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling