-69.4%
BTDR vs DVA
+62.2%
-131.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.8% | -11.4% | -5.7% |
| 7D | -17.6% | +4.7% | -22.3% | -17.5% |
| 30D | -40.3% | +7.8% | -48.1% | -40.2% |
| 3M | -42.6% | -15.5% | -27.1% | -42.0% |
| 6M | -46.3% | +25.0% | -71.3% | -48.0% |
| YTD | -41.7% | +69.6% | -111.3% | -39.6% |
| 1Y | -69.4% | +60.6% | -130.0% | -67.6% |
| All | -69.4% | +62.2% | -131.6% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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