-15.2%
BTDR vs EOSE
-42.0%
+26.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.1% |
| 7D | -3.4% | +1.8% | -5.2% | -4.2% |
| 30D | +32.6% | -6.8% | +39.4% | +34.7% |
| 3M | -32.2% | -36.3% | +4.1% | -22.1% |
| 6M | +52.4% | -38.8% | +91.1% | +70.3% |
| YTD | +6.7% | -65.5% | +72.2% | +39.3% |
| 1Y | -15.2% | -45.3% | +30.1% | -26.3% |
| All | -15.2% | -42.0% | +26.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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