+47.2%
BP vs BTDR
+77.1%
-29.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.7% | -8.1% | +1.4% |
| 7D | -0.8% | +7.7% | -8.4% | -0.9% |
| 30D | -3.1% | -24.1% | +20.9% | -2.9% |
| 3M | +6.2% | -19.1% | +25.3% | +6.1% |
| 6M | +4.8% | -46.6% | +51.4% | +5.0% |
| YTD | +35.2% | -37.3% | +72.4% | +34.5% |
| 1Y | +27.4% | -53.2% | +80.6% | +27.5% |
| All | +47.2% | +77.1% | -29.9% | +40.4% |
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