+14.9%
BTDR vs DGX
+96.4%
-81.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +3.8% |
| 7D | -3.4% | -0.9% | -2.5% | -3.4% |
| 30D | +32.6% | -1.2% | +33.8% | +32.5% |
| 3M | -32.2% | +15.8% | -48.0% | -31.9% |
| 6M | +52.4% | +18.2% | +34.2% | +53.1% |
| YTD | +6.7% | +37.2% | -30.5% | +6.1% |
| 1Y | -15.2% | +30.4% | -45.6% | -15.5% |
| 3Y | +14.9% | +96.7% | -81.8% | +14.3% |
| All | +14.9% | +96.4% | -81.5% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling