+141.0%
BP vs BTDR
-29.7%
+170.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.7% | -8.1% | +1.5% |
| 7D | -0.8% | +7.7% | -8.4% | -0.8% |
| 30D | -3.1% | -24.1% | +20.9% | -3.0% |
| 3M | +6.2% | -19.1% | +25.3% | +6.1% |
| 6M | +4.8% | -46.6% | +51.4% | +4.9% |
| YTD | +35.2% | -37.3% | +72.4% | +34.7% |
| 1Y | +27.4% | -53.2% | +80.6% | +27.4% |
| 3Y | +49.8% | +77.1% | -27.3% | +49.1% |
| 5Y | +109.4% | -29.7% | +139.1% | +112.0% |
| All | +141.0% | -29.7% | +170.7% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling