+52.0%
DLR vs FBTC
+62.0%
-10.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.7% |
| 30D | -1.2% | +22.3% | -23.4% | -3.9% |
| 3M | +2.9% | +26.0% | -23.1% | -0.4% |
| 6M | +6.7% | +13.2% | -6.5% | +4.6% |
| YTD | +23.9% | -10.7% | +34.6% | +24.7% |
| 1Y | +18.6% | -30.0% | +48.6% | +22.9% |
| All | +52.0% | +62.0% | -10.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling