+15.3%
BTDR vs CAPR
+78.1%
-62.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.9% | -2.6% | -6.4% |
| 7D | -3.2% | -10.6% | +7.4% | -3.0% |
| 30D | +32.7% | +111.2% | -78.5% | +30.2% |
| 3M | -28.4% | -67.2% | +38.8% | -27.7% |
| 6M | +51.7% | -75.1% | +126.9% | +54.1% |
| YTD | +2.9% | -71.2% | +74.1% | +4.0% |
| 1Y | -15.5% | +31.1% | -46.6% | -22.0% |
| 3Y | 0.0% | +31.3% | -31.3% | -18.8% |
| 5Y | +16.5% | +69.4% | -52.9% | -3.9% |
| All | +15.3% | +78.1% | -62.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling