+42.6%
DLR vs BTSG
+421.3%
-378.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.1% |
| 7D | +3.4% | +5.7% | -2.3% | +2.6% |
| 30D | -2.2% | +0.2% | -2.4% | -2.3% |
| 3M | +4.7% | +5.6% | -0.9% | +3.8% |
| 6M | +9.0% | +50.8% | -41.8% | +2.7% |
| YTD | +24.1% | +67.0% | -42.9% | +15.0% |
| 1Y | +20.9% | +145.5% | -124.6% | +5.6% |
| All | +42.6% | +421.3% | -378.7% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling