+58.3%
DLR vs BTI
+105.9%
-47.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +2.9% | -2.4% | +5.3% | +3.2% |
| 30D | -1.2% | -4.8% | +3.6% | -0.5% |
| 3M | +2.9% | -8.1% | +11.0% | +4.0% |
| 6M | +6.7% | -4.2% | +10.9% | +7.0% |
| YTD | +23.9% | -1.3% | +25.2% | +23.8% |
| 1Y | +18.6% | +2.1% | +16.5% | +18.1% |
| All | +58.3% | +105.9% | -47.6% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling