+19.0%
DLR vs BTDR
-4.8%
+23.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | 0.0% |
| 7D | +1.6% | +20.0% | -18.4% | +0.1% |
| 30D | -3.4% | +11.9% | -15.3% | -4.6% |
| 3M | +0.5% | -36.9% | +37.4% | +2.7% |
| 6M | +4.6% | +56.5% | -52.0% | -1.3% |
| YTD | +23.4% | +10.4% | +13.0% | +18.3% |
| 1Y | +19.0% | +3.1% | +15.9% | +21.7% |
| All | +19.0% | -4.8% | +23.8% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling