-69.4%
BTDR vs DD
+49.3%
-118.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.9% | -4.0% |
| 7D | -17.6% | +8.7% | -26.2% | -23.4% |
| 30D | -40.3% | +15.3% | -55.6% | -47.3% |
| 3M | -42.6% | +5.9% | -48.5% | -45.4% |
| 6M | -46.3% | +11.6% | -57.9% | -51.3% |
| YTD | -41.7% | +26.5% | -68.3% | -50.2% |
| 1Y | -69.4% | +35.4% | -104.8% | -75.3% |
| All | -69.4% | +49.3% | -118.7% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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