+171.8%
DLR vs BTI
+72.6%
+99.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.2% |
| 7D | -1.3% | -2.0% | +0.7% | -0.8% |
| 30D | -2.9% | -3.4% | +0.6% | -2.0% |
| 3M | +3.2% | -9.0% | +12.2% | +5.6% |
| 6M | +3.9% | -5.0% | +8.9% | +4.7% |
| YTD | +21.4% | -0.3% | +21.8% | +20.7% |
| 1Y | +9.7% | +3.1% | +6.6% | +7.8% |
| 3Y | +56.5% | +111.0% | -54.4% | +22.7% |
| 5Y | +41.5% | +117.0% | -75.5% | +8.9% |
| All | +171.8% | +72.6% | +99.2% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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