+859.7%
DLR vs BTG
+378.0%
+481.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.8% |
| 7D | +3.4% | +4.8% | -1.4% | +3.1% |
| 30D | -2.2% | +8.3% | -10.6% | -2.8% |
| 3M | +4.7% | +32.3% | -27.6% | +2.5% |
| 6M | +9.0% | +3.0% | +6.1% | +8.2% |
| YTD | +24.1% | +21.9% | +2.2% | +21.5% |
| 1Y | +20.9% | +28.2% | -7.2% | +17.8% |
| 3Y | +60.0% | +99.9% | -39.9% | +50.1% |
| 5Y | +35.3% | +73.6% | -38.3% | +27.2% |
| 10Y | +165.8% | +136.5% | +29.2% | +138.9% |
| All | +859.7% | +378.0% | +481.7% | +586.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling