+64.4%
DIA vs BTDR
+19.6%
+44.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.8% | +0.8% |
| 7D | -1.6% | -3.4% | +1.8% | -1.5% |
| 30D | -2.0% | +32.6% | -34.6% | -3.0% |
| 3M | +3.6% | -32.2% | +35.9% | +4.4% |
| 6M | +11.5% | +52.4% | -40.8% | +9.1% |
| YTD | +10.4% | +6.7% | +3.7% | +8.9% |
| 1Y | +15.6% | -15.2% | +30.8% | +14.1% |
| 3Y | +58.9% | +14.9% | +44.0% | +51.3% |
| 5Y | +65.3% | +20.8% | +44.5% | +56.3% |
| All | +64.4% | +19.6% | +44.8% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling