-69.4%
BTDR vs EQX
+7.1%
-76.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +12.8% | -18.4% | -11.8% |
| 7D | -17.6% | +7.6% | -25.2% | -21.0% |
| 30D | -40.3% | +0.4% | -40.7% | -40.6% |
| 3M | -42.6% | +18.0% | -60.6% | -46.8% |
| 6M | -46.3% | -18.4% | -27.9% | -43.7% |
| YTD | -41.7% | -19.3% | -22.4% | -39.1% |
| 1Y | -69.4% | +9.2% | -78.6% | -71.0% |
| All | -69.4% | +7.1% | -76.5% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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