+1,112.3%
DELL vs BTDR
+23.3%
+1,089.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +0.5% |
| 7D | +8.7% | +14.8% | -6.1% | +7.3% |
| 30D | +16.9% | +41.8% | -24.9% | +13.0% |
| 3M | +40.4% | -29.2% | +69.6% | +43.2% |
| 6M | +267.1% | +66.2% | +200.9% | +248.0% |
| YTD | +329.1% | +10.0% | +319.1% | +317.6% |
| 1Y | +346.9% | -11.0% | +357.9% | +336.8% |
| 3Y | +696.6% | +6.9% | +689.7% | +633.4% |
| 5Y | +1,106.2% | +24.7% | +1,081.5% | +1,002.2% |
| All | +1,112.3% | +23.3% | +1,089.0% | +1,007.2% |
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 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