+23.3%
BTDR vs CBOE
+167.1%
-143.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +43.2% |
| 3M | -29.2% | +0.7% | -29.9% | -28.1% |
| 6M | +66.2% | -2.0% | +68.1% | +67.9% |
| YTD | +10.0% | +17.1% | -7.1% | +18.4% |
| 1Y | -11.0% | +26.5% | -37.5% | -1.1% |
| 3Y | +6.9% | +96.1% | -89.2% | +34.7% |
| 5Y | +24.7% | +149.3% | -124.6% | +59.2% |
| All | +23.3% | +167.1% | -143.8% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling