-69.4%
BTDR vs BRO
-3.6%
-65.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.5% | -10.1% | -2.0% |
| 7D | -17.6% | +12.4% | -30.0% | -8.8% |
| 30D | -40.3% | +21.6% | -61.8% | -29.5% |
| 3M | -42.6% | +4.3% | -46.9% | -39.0% |
| 6M | -46.3% | +29.2% | -75.5% | -37.2% |
| YTD | -41.7% | -6.4% | -35.4% | -37.3% |
| 1Y | -69.4% | -5.3% | -64.1% | -67.5% |
| All | -69.4% | -3.6% | -65.8% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling