+32.3%
DLR vs BTDR
-44.0%
+76.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.6% | +6.7% | -1.4% |
| 7D | +3.3% | -6.9% | +10.2% | +3.6% |
| 30D | +4.6% | -31.5% | +36.1% | +6.5% |
| 3M | -8.3% | -36.1% | +27.8% | -6.4% |
| 6M | -5.6% | -57.6% | +52.0% | -2.4% |
| YTD | +18.7% | -50.0% | +68.8% | +20.6% |
| 1Y | +17.1% | -49.6% | +66.7% | +18.7% |
| 3Y | +54.4% | +48.5% | +5.8% | +47.7% |
| All | +32.3% | -44.0% | +76.3% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling