+59.4%
BDL vs SPY
+76.5%
-17.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +2.0% | -0.4% | +2.3% | +2.1% |
| 30D | +12.2% | -1.4% | +13.6% | +12.5% |
| 3M | +27.4% | +3.7% | +23.6% | +26.5% |
| 6M | +41.7% | +13.0% | +28.7% | +38.4% |
| YTD | +58.0% | +12.4% | +45.6% | +54.4% |
| 1Y | +68.0% | +18.5% | +49.5% | +63.3% |
| All | +59.4% | +76.5% | -17.1% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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