+23.8%
BTDR vs D
+8.2%
+15.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.4% | +4.1% |
| 7D | +20.0% | +0.4% | +19.5% | +19.9% |
| 30D | +11.9% | -3.6% | +15.5% | +12.2% |
| 3M | -36.9% | -1.0% | -35.9% | -37.1% |
| 6M | +56.5% | +6.3% | +50.2% | +54.3% |
| YTD | +10.4% | +14.7% | -4.3% | +7.1% |
| 1Y | +3.1% | +16.9% | -13.9% | -0.1% |
| 3Y | -2.6% | +56.8% | -59.4% | -10.4% |
| 5Y | +25.2% | +5.2% | +20.0% | +16.4% |
| All | +23.8% | +8.2% | +15.6% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling