+23.8%
BTDR vs COO
-32.3%
+56.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.4% |
| 7D | +20.0% | -2.2% | +22.2% | +20.7% |
| 30D | +11.9% | -7.0% | +18.9% | +13.9% |
| 3M | -36.9% | +12.2% | -49.1% | -40.2% |
| 6M | +56.5% | -15.1% | +71.6% | +63.2% |
| YTD | +10.4% | -15.1% | +25.5% | +15.1% |
| 1Y | +3.1% | +2.3% | +0.7% | +0.6% |
| 3Y | -2.6% | -23.7% | +21.1% | +1.2% |
| 5Y | +25.2% | -38.9% | +64.1% | +29.4% |
| All | +23.8% | -32.3% | +56.1% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling