-43.9%
BTDR vs COMP
-10.9%
-33.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.3% | -8.9% |
| 7D | -6.9% | 0.0% | -6.9% | -6.8% |
| 30D | -31.5% | +16.6% | -48.1% | -33.1% |
| 3M | -36.1% | -23.5% | -12.6% | -33.5% |
| 6M | -57.6% | +25.7% | -83.4% | -59.3% |
| YTD | -50.0% | -3.4% | -46.6% | -50.6% |
| 1Y | -49.6% | +7.6% | -57.2% | -50.7% |
| 3Y | +48.5% | +423.6% | -375.0% | +26.1% |
| All | -43.9% | -10.9% | -33.0% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling