-69.4%
BTDR vs DGX
+45.0%
-114.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -4.1% |
| 7D | -17.6% | +4.1% | -21.6% | -16.0% |
| 30D | -40.3% | +10.5% | -50.8% | -37.6% |
| 3M | -42.6% | +9.8% | -52.4% | -40.2% |
| 6M | -46.3% | +34.6% | -80.9% | -38.6% |
| YTD | -41.7% | +49.8% | -91.6% | -26.7% |
| 1Y | -69.4% | +46.0% | -115.4% | -62.3% |
| All | -69.4% | +45.0% | -114.4% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling