+98.1%
DAL vs BTDR
+26.7%
+71.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.9% | -1.7% |
| 7D | +3.4% | +22.4% | -19.0% | +1.5% |
| 30D | -13.6% | +16.5% | -30.0% | -15.1% |
| 3M | +1.2% | -31.5% | +32.7% | +3.4% |
| 6M | +34.5% | +74.0% | -39.5% | +25.7% |
| YTD | +14.7% | +13.0% | +1.6% | +10.4% |
| 1Y | +29.2% | -0.2% | +29.5% | +23.9% |
| 3Y | +100.0% | +9.9% | +90.1% | +77.7% |
| 5Y | +106.3% | +28.1% | +78.2% | +77.8% |
| All | +98.1% | +26.7% | +71.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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