+58.3%
DIA vs BTDR
+7.6%
+50.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.6% |
| 7D | -1.2% | +14.8% | -16.0% | -1.8% |
| 30D | -2.7% | +41.8% | -44.5% | -4.1% |
| 3M | +3.3% | -29.2% | +32.5% | +4.0% |
| 6M | +10.4% | +66.2% | -55.7% | +7.2% |
| YTD | +10.0% | +10.0% | 0.0% | +8.1% |
| 1Y | +16.2% | -11.0% | +27.2% | +14.1% |
| All | +58.3% | +7.6% | +50.8% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling