+9.9%
BTDR vs COO
-23.3%
+33.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.1% | +3.5% |
| 7D | +22.4% | -2.3% | +24.7% | +23.6% |
| 30D | +16.5% | -8.8% | +25.3% | +20.4% |
| 3M | -31.5% | +1.3% | -32.8% | -33.4% |
| 6M | +74.0% | -11.6% | +85.6% | +82.0% |
| YTD | +13.0% | -17.4% | +30.4% | +22.5% |
| 1Y | -0.2% | -1.6% | +1.4% | -3.0% |
| 3Y | +9.9% | -22.6% | +32.5% | +10.2% |
| All | +9.9% | -23.3% | +33.2% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling