-35.6%
BTDR vs COO
-41.3%
+5.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.9% |
| 7D | -7.4% | +4.5% | -11.9% | -8.5% |
| 30D | -33.4% | +16.9% | -50.4% | -36.7% |
| 3M | -26.3% | -16.7% | -9.6% | -22.8% |
| 6M | -52.4% | +5.9% | -58.4% | -54.6% |
| YTD | -42.8% | -22.4% | -20.4% | -39.1% |
| 1Y | -63.7% | -10.1% | -53.6% | -63.2% |
| 3Y | +61.5% | -22.8% | +84.2% | +70.1% |
| 5Y | -35.6% | -41.4% | +5.8% | -32.2% |
| All | -35.6% | -41.3% | +5.6% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling