+101.5%
DAL vs BTDR
+0.5%
+101.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.4% |
| 7D | +0.1% | +20.0% | -19.8% | -2.0% |
| 30D | -13.9% | +11.9% | -25.9% | -15.5% |
| 3M | +1.1% | -36.9% | +38.0% | +4.7% |
| 6M | +26.2% | +56.5% | -30.3% | +17.1% |
| YTD | +16.4% | +10.4% | +6.0% | +11.2% |
| 1Y | +33.9% | +3.1% | +30.8% | +26.1% |
| All | +101.5% | +0.5% | +101.0% | +74.2% |
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