+19.6%
BTDR vs DVA
+51.0%
-31.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | +32.6% | 0.0% | +32.6% | +32.4% |
| 3M | -32.2% | -10.9% | -21.3% | -31.3% |
| 6M | +52.4% | +17.3% | +35.1% | +44.5% |
| YTD | +6.7% | +59.8% | -53.1% | -7.2% |
| 1Y | -15.2% | +36.3% | -51.5% | -23.0% |
| 3Y | +14.9% | +88.6% | -73.7% | -0.9% |
| 5Y | +20.8% | +47.5% | -26.7% | +4.3% |
| All | +19.6% | +51.0% | -31.4% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling