+67.0%
DIA vs BTDR
+23.8%
+43.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -0.7% |
| 7D | -0.2% | +20.0% | -20.1% | -0.8% |
| 30D | -1.5% | +11.9% | -13.5% | -2.1% |
| 3M | +3.8% | -36.9% | +40.7% | +4.8% |
| 6M | +10.3% | +56.5% | -46.2% | +7.8% |
| YTD | +12.1% | +10.4% | +1.7% | +10.5% |
| 1Y | +18.6% | +3.1% | +15.6% | +16.4% |
| 3Y | +60.6% | -2.6% | +63.2% | +52.9% |
| 5Y | +64.4% | +25.2% | +39.2% | +55.3% |
| All | +67.0% | +23.8% | +43.2% | +57.3% |
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