+66.2%
BTDR vs CBOE
-3.2%
+69.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.9% |
| 7D | +14.8% | -0.8% | +15.6% | +14.4% |
| 30D | +41.8% | +2.7% | +39.1% | +43.3% |
| 3M | -29.2% | +0.7% | -29.9% | -28.2% |
| 6M | +66.2% | -2.0% | +68.1% | +60.3% |
| All | +66.2% | -3.2% | +69.4% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 6mo: compounded portfolio wealth divided by compounded CBOE 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…
6mo analysis · Full analysis span regression · 6 months rolling