+101.1%
DAL vs BTDR
+23.8%
+77.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.4% |
| 7D | +0.1% | +20.0% | -19.8% | -1.6% |
| 30D | -13.9% | +11.9% | -25.9% | -15.2% |
| 3M | +1.1% | -36.9% | +38.0% | +3.9% |
| 6M | +26.2% | +56.5% | -30.3% | +19.1% |
| YTD | +16.4% | +10.4% | +6.0% | +12.4% |
| 1Y | +33.9% | +3.1% | +30.8% | +28.0% |
| 3Y | +93.4% | -2.6% | +96.0% | +72.0% |
| 5Y | +106.4% | +25.2% | +81.2% | +78.2% |
| All | +101.1% | +23.8% | +77.3% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling