+3,595.7%
DLR vs BTI
+1,094.7%
+2,501.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +1.6% | -1.4% | +3.0% | +2.1% |
| 30D | -3.4% | -6.6% | +3.3% | -0.8% |
| 3M | +0.5% | -3.0% | +3.5% | +1.2% |
| 6M | +4.6% | -6.7% | +11.2% | +6.5% |
| YTD | +23.4% | +0.6% | +22.9% | +21.7% |
| 1Y | +19.0% | +5.6% | +13.4% | +14.8% |
| 3Y | +56.5% | +110.3% | -53.8% | +11.0% |
| 5Y | +33.3% | +114.3% | -80.9% | -7.7% |
| 10Y | +165.1% | +67.7% | +97.5% | +92.5% |
| All | +3,595.7% | +1,094.7% | +2,501.0% | +1,185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling