+358.3%
DELL vs BTDR
-13.8%
+372.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.7% | +8.2% | +11.3% |
| 7D | +8.2% | -3.4% | +11.6% | +9.0% |
| 30D | +17.1% | +32.6% | -15.5% | +11.2% |
| 3M | +45.2% | -32.2% | +77.4% | +50.7% |
| 6M | +286.8% | +52.4% | +234.4% | +258.4% |
| YTD | +354.8% | +6.7% | +348.1% | +338.1% |
| 1Y | +358.3% | -15.2% | +373.5% | +377.9% |
| All | +358.3% | -13.8% | +372.0% | +377.9% |
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