+48.5%
DLR vs FBTC
+47.7%
+0.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.9% |
| 7D | +5.0% | -6.3% | +11.3% | +5.9% |
| 30D | +3.0% | -14.3% | +17.3% | +5.2% |
| 3M | -6.3% | +12.6% | -18.8% | -7.8% |
| 6M | -4.8% | -11.8% | +7.1% | -3.3% |
| YTD | +21.0% | -18.6% | +39.6% | +23.3% |
| 1Y | +15.1% | -29.9% | +45.1% | +19.5% |
| All | +48.5% | +47.7% | +0.8% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling