+66.2%
BTDR vs DTE
-8.1%
+74.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -3.2% |
| 7D | +14.8% | 0.0% | +14.8% | +14.8% |
| 30D | +41.8% | -0.5% | +42.3% | +41.4% |
| 3M | -29.2% | -6.0% | -23.1% | -32.8% |
| 6M | +66.2% | -7.2% | +73.4% | +60.6% |
| All | +66.2% | -8.1% | +74.3% | +60.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling