+37.3%
DLR vs BTI
+151.5%
-114.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -2.0% | -3.0% | +1.0% | -1.5% |
| 30D | +0.5% | +9.8% | -9.2% | -1.2% |
| 3M | -4.4% | +9.2% | -13.6% | -6.1% |
| 6M | -6.4% | +4.0% | -10.5% | -7.4% |
| YTD | +19.5% | +12.7% | +6.8% | +16.0% |
| 1Y | +10.5% | +15.9% | -5.4% | +6.7% |
| 3Y | +54.0% | +148.9% | -94.9% | +20.7% |
| All | +37.3% | +151.5% | -114.2% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling