-29.7%
BTDR vs CAPR
+140.8%
-170.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +26.5% | -16.8% | +9.0% |
| 7D | +7.7% | +25.8% | -18.1% | +7.1% |
| 30D | -24.1% | +50.2% | -74.3% | -24.8% |
| 3M | -19.1% | +185.5% | -204.6% | -21.3% |
| 6M | -46.6% | -64.8% | +18.2% | -46.3% |
| YTD | -37.3% | -61.1% | +23.8% | -37.1% |
| 1Y | -53.2% | +81.0% | -134.2% | -57.0% |
| 3Y | +77.1% | +300.7% | -223.6% | +44.3% |
| 5Y | -29.7% | +223.3% | -253.0% | -43.0% |
| All | -29.7% | +140.8% | -170.5% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling