+29.4%
B vs BTDR
-69.9%
+99.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.6% | +13.9% | +9.2% |
| 7D | +1.1% | -17.6% | +18.7% | +4.0% |
| 30D | +0.3% | -40.3% | +40.6% | +8.4% |
| 3M | +5.4% | -42.6% | +48.0% | +13.5% |
| 6M | +5.5% | -46.3% | +51.8% | +13.0% |
| YTD | -6.3% | -41.7% | +35.4% | -1.4% |
| 1Y | +29.4% | -69.4% | +98.8% | +41.0% |
| All | +29.4% | -69.9% | +99.2% | +41.0% |
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