+65.9%
BLK vs BTDR
+4.4%
+61.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.4% |
| 7D | -3.3% | -3.4% | +0.1% | -3.1% |
| 30D | -6.5% | +32.6% | -39.1% | -8.4% |
| 3M | +6.7% | -32.2% | +39.0% | +8.5% |
| 6M | +14.7% | +52.4% | -37.6% | +9.4% |
| YTD | +2.5% | +6.7% | -4.2% | -0.4% |
| 1Y | -2.8% | -15.2% | +12.5% | -5.4% |
| 3Y | +65.9% | +14.9% | +51.0% | +46.0% |
| All | +65.9% | +4.4% | +61.5% | +46.0% |
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 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