+43.6%
DE vs BTDR
-13.8%
+57.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -0.3% |
| 7D | -2.6% | -3.4% | +0.8% | -2.6% |
| 30D | +9.0% | +32.6% | -23.6% | +8.9% |
| 3M | +19.1% | -32.2% | +51.4% | +18.7% |
| 6M | +14.4% | +52.4% | -38.0% | +16.1% |
| YTD | +45.9% | +6.7% | +39.3% | +47.3% |
| 1Y | +43.6% | -15.2% | +58.8% | +46.5% |
| All | +43.6% | -13.8% | +57.4% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling