+33.2%
BP vs BTDR
-48.4%
+81.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.6% | +9.5% | +0.7% |
| 7D | +3.8% | -6.9% | +10.7% | +3.7% |
| 30D | -5.3% | -31.5% | +26.2% | -6.1% |
| 3M | +9.3% | -36.1% | +45.3% | +8.0% |
| 6M | +7.2% | -57.6% | +64.9% | +5.4% |
| YTD | +38.0% | -50.0% | +88.1% | +36.6% |
| 1Y | +33.2% | -49.6% | +82.8% | +31.8% |
| All | +33.2% | -48.4% | +81.6% | +31.8% |
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