+23.8%
BTDR vs DG
-36.7%
+60.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.5% | +3.8% |
| 7D | +20.0% | +8.4% | +11.6% | +19.2% |
| 30D | +11.9% | +4.9% | +7.0% | +11.6% |
| 3M | -36.9% | +29.3% | -66.3% | -38.4% |
| 6M | +56.5% | -11.3% | +67.8% | +56.0% |
| YTD | +10.4% | +1.8% | +8.7% | +9.7% |
| 1Y | +3.1% | +25.3% | -22.3% | +1.7% |
| 3Y | -2.6% | +9.1% | -11.7% | -0.6% |
| 5Y | +25.2% | -34.9% | +60.1% | +28.9% |
| All | +23.8% | -36.7% | +60.5% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling