-15.2%
BTDR vs DD
+34.9%
-50.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | -3.4% | -3.5% | +0.1% | -0.5% |
| 30D | +32.6% | -11.7% | +44.2% | +46.8% |
| 3M | -32.2% | -9.2% | -23.0% | -26.6% |
| 6M | +52.4% | -7.2% | +59.5% | +61.9% |
| YTD | +6.7% | +6.6% | +0.1% | +7.8% |
| 1Y | -15.2% | +32.0% | -47.2% | -26.9% |
| All | -15.2% | +34.9% | -50.1% | -26.9% |
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