+4.3%
DT vs BTDR
-4.8%
+9.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.6% | -1.7% |
| 7D | -3.3% | +20.0% | -23.3% | -3.7% |
| 30D | +2.0% | +11.9% | -9.9% | +1.7% |
| 3M | +20.0% | -36.9% | +56.9% | +21.6% |
| 6M | +39.3% | +56.5% | -17.2% | +36.6% |
| YTD | +19.8% | +10.4% | +9.3% | +18.8% |
| 1Y | +4.3% | +3.1% | +1.2% | +1.7% |
| All | +4.3% | -4.8% | +9.0% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling