+13.0%
DLR vs BTSG
+111.7%
-98.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +2.8% | +17.4% | -14.5% | +0.8% |
| 30D | +2.8% | +12.6% | -9.8% | +1.3% |
| 3M | -4.0% | +11.2% | -15.2% | -5.4% |
| 6M | -5.6% | +30.4% | -36.0% | -7.6% |
| YTD | +21.9% | +86.4% | -64.4% | +16.4% |
| 1Y | +13.0% | +117.9% | -104.9% | +4.3% |
| All | +13.0% | +111.7% | -98.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling