+9.7%
DLR vs BTSG
+119.4%
-109.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.7% | -1.0% |
| 7D | -1.3% | -5.8% | +4.5% | -0.4% |
| 30D | -2.9% | 0.0% | -2.8% | -2.9% |
| 3M | +3.2% | -4.5% | +7.7% | +4.4% |
| 6M | +3.9% | +40.0% | -36.1% | +1.6% |
| YTD | +21.4% | +54.6% | -33.1% | +17.5% |
| 1Y | +9.7% | +106.1% | -96.4% | +1.3% |
| All | +9.7% | +119.4% | -109.7% | +1.3% |
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