-8.5%
BTDR vs D
+19.3%
-27.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.5% |
| 7D | +22.4% | +0.8% | +21.6% | +22.7% |
| 30D | +16.5% | -0.7% | +17.2% | +16.0% |
| 3M | -31.5% | +2.1% | -33.6% | -31.8% |
| 6M | +74.0% | +6.8% | +67.2% | +73.0% |
| YTD | +13.0% | +16.5% | -3.5% | +4.9% |
| All | -8.5% | +19.3% | -27.8% | -7.8% |
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