+14.9%
BTDR vs DTE
+43.4%
-28.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | -3.4% | -2.6% | -0.8% | -2.8% |
| 30D | +32.6% | -4.4% | +37.0% | +33.8% |
| 3M | -32.2% | -8.3% | -23.9% | -31.4% |
| 6M | +52.4% | -8.1% | +60.4% | +53.8% |
| YTD | +6.7% | +4.4% | +2.3% | +0.9% |
| 1Y | -15.2% | +0.2% | -15.4% | -17.9% |
| 3Y | +14.9% | +42.6% | -27.7% | -15.1% |
| All | +14.9% | +43.4% | -28.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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