-69.4%
BTDR vs BROS
-18.6%
-50.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.6% | -6.1% |
| 7D | -17.6% | +2.5% | -20.0% | -18.6% |
| 30D | -40.3% | +15.1% | -55.3% | -44.5% |
| 3M | -42.6% | -31.4% | -11.2% | -31.6% |
| 6M | -46.3% | -22.6% | -23.7% | -41.4% |
| YTD | -41.7% | -28.1% | -13.6% | -37.9% |
| 1Y | -69.4% | -20.3% | -49.1% | -68.1% |
| All | -69.4% | -18.6% | -50.8% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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