+202.9%
B vs BTDR
+0.5%
+202.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.2% | -2.4% |
| 7D | -1.6% | +20.0% | -21.6% | -2.7% |
| 30D | +9.4% | +11.9% | -2.5% | +8.5% |
| 3M | +5.0% | -36.9% | +41.9% | +6.6% |
| 6M | -3.5% | +56.5% | -60.1% | -6.1% |
| YTD | +4.5% | +10.4% | -6.0% | +2.8% |
| 1Y | +67.8% | +3.1% | +64.7% | +65.1% |
| All | +202.9% | +0.5% | +202.4% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling