+4.1%
DT vs BTDR
-13.8%
+17.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.8% |
| 7D | -1.6% | -3.4% | +1.8% | -1.5% |
| 30D | +3.0% | +32.6% | -29.5% | +2.4% |
| 3M | +26.5% | -32.2% | +58.7% | +27.7% |
| 6M | +35.9% | +52.4% | -16.4% | +33.8% |
| YTD | +17.8% | +6.7% | +11.1% | +17.2% |
| 1Y | +4.1% | -15.2% | +19.3% | +5.2% |
| All | +4.1% | -13.8% | +17.8% | +5.2% |
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