+173.8%
DAL vs BTDR
+47.8%
+126.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.3% | -11.1% | +0.6% |
| 7D | +8.8% | -10.4% | +19.2% | +9.7% |
| 30D | +5.4% | -42.2% | +47.6% | +11.6% |
| 3M | -4.9% | -42.8% | +37.9% | -0.1% |
| 6M | +19.8% | -60.2% | +80.0% | +29.3% |
| YTD | +27.0% | -46.3% | +73.3% | +30.3% |
| 1Y | +52.5% | -71.7% | +124.1% | +65.9% |
| 3Y | +173.8% | +54.6% | +119.2% | +135.7% |
| All | +173.8% | +47.8% | +126.1% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling