-69.4%
BTDR vs JBL
+20.8%
-90.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.8% | -0.8% | -0.5% |
| 7D | -17.6% | -11.1% | -6.4% | -6.0% |
| 30D | -40.3% | -14.1% | -26.2% | -29.3% |
| 3M | -42.6% | -23.9% | -18.7% | -24.9% |
| 6M | -46.3% | -24.1% | -22.2% | -29.8% |
| YTD | -41.7% | +13.5% | -55.2% | -49.4% |
| 1Y | -69.4% | +23.7% | -93.1% | -76.6% |
| All | -69.4% | +20.8% | -90.2% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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