+48.5%
BTDR vs BB
+147.9%
-99.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.4% | -6.2% | -7.4% |
| 7D | -6.9% | +1.8% | -8.7% | -7.2% |
| 30D | -31.5% | +8.1% | -39.7% | -33.4% |
| 3M | -36.1% | -1.0% | -35.1% | -35.5% |
| 6M | -57.6% | +45.9% | -103.5% | -65.6% |
| YTD | -50.0% | +134.8% | -184.9% | -68.7% |
| 1Y | -49.6% | +104.6% | -154.2% | -66.6% |
| 3Y | +48.5% | +152.8% | -104.3% | -35.3% |
| All | +48.5% | +147.9% | -99.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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