+23.8%
BTDR vs A
+4.2%
+19.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.4% | +3.7% |
| 7D | +20.0% | -1.9% | +21.9% | +21.2% |
| 30D | +11.9% | +6.9% | +5.0% | +8.4% |
| 3M | -36.9% | +9.2% | -46.2% | -39.7% |
| 6M | +56.5% | +25.7% | +30.8% | +40.3% |
| YTD | +10.4% | +11.5% | -1.1% | +3.9% |
| 1Y | +3.1% | +18.4% | -15.3% | -5.0% |
| 3Y | -2.6% | +26.6% | -29.2% | -11.9% |
| 5Y | +25.2% | -12.8% | +38.0% | +13.3% |
| All | +23.8% | +4.2% | +19.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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