-43.9%
BTDR vs DD
+67.2%
-111.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.1% | -8.3% |
| 7D | -6.9% | +5.0% | -11.9% | -9.4% |
| 30D | -31.5% | +19.7% | -51.2% | -37.7% |
| 3M | -36.1% | +7.2% | -43.3% | -38.1% |
| 6M | -57.6% | +1.0% | -58.7% | -57.6% |
| YTD | -50.0% | +29.1% | -79.1% | -55.7% |
| 1Y | -49.6% | +28.5% | -78.1% | -55.1% |
| 3Y | +48.5% | +89.4% | -40.9% | +13.3% |
| All | -43.9% | +67.2% | -111.2% | -57.4% |
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