+25.2%
BTDR vs D
+5.6%
+19.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.4% | +4.0% |
| 7D | +20.0% | +1.5% | +18.5% | +19.8% |
| 30D | +11.9% | -2.6% | +14.5% | +12.1% |
| 3M | -36.9% | 0.0% | -36.9% | -37.1% |
| 6M | +56.5% | +7.4% | +49.2% | +54.2% |
| YTD | +10.4% | +15.9% | -5.4% | +7.0% |
| 1Y | +3.1% | +18.1% | -15.0% | -0.2% |
| 3Y | -2.6% | +58.4% | -61.0% | -10.5% |
| All | +25.2% | +5.6% | +19.6% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling