+3.1%
BTDR vs COMP
+22.2%
-19.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +20.0% | +1.4% | +18.6% | +19.4% |
| 30D | +11.9% | -13.3% | +25.3% | +16.9% |
| 3M | -36.9% | +41.1% | -78.1% | -44.5% |
| 6M | +56.5% | +17.2% | +39.3% | +36.7% |
| YTD | +10.4% | +5.2% | +5.2% | -1.5% |
| 1Y | +3.1% | +18.9% | -15.8% | -8.1% |
| All | +3.1% | +22.2% | -19.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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