+18.0%
BLK vs BTDR
-69.9%
+87.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.6% | +11.1% | +5.8% |
| 7D | +5.7% | -17.6% | +23.3% | +7.2% |
| 30D | +14.8% | -40.3% | +55.1% | +19.1% |
| 3M | +8.8% | -42.6% | +51.4% | +12.6% |
| 6M | +17.6% | -46.3% | +63.9% | +19.3% |
| YTD | +16.3% | -41.7% | +58.0% | +15.2% |
| 1Y | +18.0% | -69.4% | +87.4% | +21.2% |
| All | +18.0% | -69.9% | +87.9% | +21.2% |
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