+62.6%
BTDR vs COMP
+414.9%
-352.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.1% | -10.7% | -12.0% |
| 7D | +15.4% | +8.9% | +6.5% | +12.3% |
| 30D | -33.4% | +14.0% | -47.4% | -36.5% |
| 3M | -32.0% | -21.1% | -10.9% | -26.3% |
| 6M | -52.2% | +20.1% | -72.3% | -56.4% |
| YTD | -45.3% | -5.0% | -40.3% | -46.7% |
| 1Y | -56.0% | +5.7% | -61.7% | -58.7% |
| All | +62.6% | +414.9% | -352.3% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling