+41.5%
DLR vs BTG
+75.0%
-33.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -1.3% | -5.5% | +4.2% | -0.5% |
| 30D | -2.9% | +6.1% | -9.0% | -3.8% |
| 3M | +3.2% | +38.6% | -35.4% | -2.1% |
| 6M | +3.9% | +0.7% | +3.2% | +2.6% |
| YTD | +21.4% | +20.3% | +1.1% | +15.6% |
| 1Y | +9.7% | +25.0% | -15.4% | +3.0% |
| 3Y | +56.5% | +97.3% | -40.8% | +31.5% |
| 5Y | +41.5% | +78.3% | -36.8% | +16.9% |
| All | +41.5% | +75.0% | -33.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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