+0.9%
DG vs FBTC
+62.5%
-61.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -4.0% |
| 7D | -2.5% | +1.5% | -4.0% | -2.5% |
| 30D | +1.0% | +20.7% | -19.7% | +0.8% |
| 3M | +20.3% | +23.7% | -3.3% | +20.1% |
| 6M | -11.7% | +15.0% | -26.8% | -11.8% |
| YTD | -2.3% | -10.5% | +8.2% | -2.7% |
| 1Y | +20.0% | -30.3% | +50.3% | +18.9% |
| All | +0.9% | +62.5% | -61.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 3y: compounded portfolio wealth divided by compounded FBTC 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…
3y analysis · Full analysis span regression · 6 months rolling