+133.3%
BP vs BTDR
+23.8%
+109.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.5% |
| 7D | +3.9% | +20.0% | -16.0% | +3.8% |
| 30D | +7.6% | +11.9% | -4.3% | +7.5% |
| 3M | +0.7% | -36.9% | +37.6% | +1.1% |
| 6M | +15.5% | +56.5% | -41.0% | +14.2% |
| YTD | +30.8% | +10.4% | +20.4% | +30.1% |
| 1Y | +34.3% | +3.1% | +31.2% | +33.2% |
| 3Y | +35.1% | -2.6% | +37.6% | +32.6% |
| 5Y | +126.8% | +25.2% | +101.7% | +130.8% |
| All | +133.3% | +23.8% | +109.5% | +134.6% |
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