+104.1%
DE vs BTDR
+19.6%
+84.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -0.4% |
| 7D | -2.6% | -3.4% | +0.8% | -2.5% |
| 30D | +9.0% | +32.6% | -23.6% | +8.1% |
| 3M | +19.1% | -32.2% | +51.4% | +19.9% |
| 6M | +14.4% | +52.4% | -38.0% | +12.3% |
| YTD | +45.9% | +6.7% | +39.3% | +44.3% |
| 1Y | +43.6% | -15.2% | +58.8% | +41.8% |
| 3Y | +75.9% | +14.9% | +61.0% | +65.9% |
| 5Y | +98.8% | +20.8% | +78.0% | +82.8% |
| All | +104.1% | +19.6% | +84.5% | +86.1% |
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