+10.8%
BTDR vs BB
+62.2%
-51.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.8% | -5.1% |
| 7D | -3.2% | -2.1% | -1.1% | -2.1% |
| 30D | +32.7% | -16.0% | +48.7% | +44.2% |
| 3M | -28.4% | -14.5% | -13.9% | -23.8% |
| 6M | +51.7% | +118.6% | -66.8% | -2.2% |
| YTD | +2.9% | +98.9% | -96.1% | -30.3% |
| 1Y | -15.5% | +99.5% | -114.9% | -43.6% |
| All | +10.8% | +62.2% | -51.4% | -14.7% |
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