+15.3%
BTDR vs COO
-47.3%
+62.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -14.7% | +8.2% | -2.3% |
| 7D | -3.2% | -23.3% | +20.1% | +4.1% |
| 30D | +32.7% | -29.5% | +62.2% | +45.9% |
| 3M | -28.4% | -20.0% | -8.4% | -24.8% |
| 6M | +51.7% | -27.2% | +78.9% | +64.3% |
| YTD | +2.9% | -33.9% | +36.8% | +14.8% |
| 1Y | -15.5% | -19.9% | +4.5% | -11.8% |
| 3Y | 0.0% | -38.1% | +38.1% | +11.0% |
| 5Y | +16.5% | -52.0% | +68.4% | +28.9% |
| All | +15.3% | -47.3% | +62.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling