+5.1%
DG vs FBTC
+65.3%
-60.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | +8.4% | +2.9% | +5.5% | +8.4% |
| 30D | +4.9% | +23.0% | -18.1% | +4.7% |
| 3M | +29.3% | +25.6% | +3.8% | +29.0% |
| 6M | -11.3% | +9.0% | -20.3% | -11.4% |
| YTD | +1.8% | -8.9% | +10.7% | +1.3% |
| 1Y | +25.3% | -27.5% | +52.9% | +24.2% |
| All | +5.1% | +65.3% | -60.2% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling