+20.4%
BTDR vs DD
+56.1%
-35.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | -3.4% | -3.5% | +0.1% | -1.5% |
| 30D | +32.6% | -11.7% | +44.2% | +41.8% |
| 3M | -32.2% | -9.2% | -23.0% | -28.5% |
| 6M | +52.4% | -7.2% | +59.5% | +59.7% |
| YTD | +6.7% | +6.6% | +0.1% | +5.0% |
| 1Y | -15.2% | +32.0% | -47.2% | -24.9% |
| 3Y | +14.9% | +42.1% | -27.2% | -2.4% |
| All | +20.4% | +56.1% | -35.6% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling