+23.8%
BTDR vs DD
+56.6%
-32.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.6% | +3.8% |
| 7D | +20.0% | -3.5% | +23.5% | +22.2% |
| 30D | +11.9% | -10.3% | +22.2% | +18.7% |
| 3M | -36.9% | -7.5% | -29.4% | -34.0% |
| 6M | +56.5% | -8.0% | +64.5% | +64.4% |
| YTD | +10.4% | +10.5% | 0.0% | +6.7% |
| 1Y | +3.1% | +38.3% | -35.2% | -10.7% |
| 3Y | -2.6% | +42.5% | -45.1% | -18.7% |
| 5Y | +25.2% | +60.2% | -35.0% | +4.3% |
| All | +23.8% | +56.6% | -32.8% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling