+45.1%
DLR vs BTDR
+19.6%
+25.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.5% |
| 7D | +0.1% | -3.4% | +3.5% | +0.3% |
| 30D | -4.3% | +32.6% | -36.9% | -6.0% |
| 3M | +3.8% | -32.2% | +36.1% | +5.2% |
| 6M | +5.8% | +52.4% | -46.5% | +2.0% |
| YTD | +23.5% | +6.7% | +16.9% | +20.7% |
| 1Y | +11.1% | -15.2% | +26.3% | +8.9% |
| 3Y | +57.9% | +14.9% | +43.0% | +46.3% |
| 5Y | +44.0% | +20.8% | +23.2% | +26.7% |
| All | +45.1% | +19.6% | +25.5% | +28.6% |
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