-69.4%
BTDR vs D
+23.9%
-93.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.4% | -10.1% | -2.7% |
| 7D | -17.6% | +8.5% | -26.1% | -12.9% |
| 30D | -40.3% | +14.3% | -54.6% | -35.2% |
| 3M | -42.6% | +1.8% | -44.4% | -40.9% |
| 6M | -46.3% | +13.0% | -59.3% | -43.7% |
| YTD | -41.7% | +22.7% | -64.5% | -44.7% |
| 1Y | -69.4% | +22.6% | -92.0% | -71.5% |
| All | -69.4% | +23.9% | -93.3% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling