-37.6%
DOW vs BTDR
+19.6%
-57.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.2% |
| 7D | -1.4% | -3.4% | +2.0% | -1.3% |
| 30D | -3.9% | +32.6% | -36.5% | -4.9% |
| 3M | -12.7% | -32.2% | +19.6% | -11.8% |
| 6M | -13.7% | +52.4% | -66.0% | -16.6% |
| YTD | +28.4% | +6.7% | +21.7% | +26.0% |
| 1Y | +21.8% | -15.2% | +37.0% | +19.8% |
| 3Y | -35.7% | +14.9% | -50.6% | -39.6% |
| 5Y | -36.8% | +20.8% | -57.6% | -40.9% |
| All | -37.6% | +19.6% | -57.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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