-39.9%
BTDR vs D
+12.8%
-52.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.5% | +14.8% | +13.3% |
| 7D | -10.4% | +3.0% | -13.3% | -10.4% |
| 30D | -42.2% | +11.5% | -53.7% | -42.5% |
| 3M | -42.8% | +3.7% | -46.6% | -42.9% |
| 6M | -60.2% | +13.5% | -73.7% | -60.8% |
| YTD | -46.3% | +20.7% | -67.1% | -48.0% |
| 1Y | -71.7% | +18.2% | -89.9% | -72.4% |
| 3Y | +54.6% | +73.3% | -18.7% | +41.7% |
| 5Y | -39.5% | +12.3% | -51.8% | -44.0% |
| All | -39.9% | +12.8% | -52.6% | -44.7% |
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