+19.6%
BTDR vs OMC
+28.3%
-8.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | -3.4% | -4.4% | +1.0% | -2.4% |
| 30D | +32.6% | -7.6% | +40.2% | +34.7% |
| 3M | -32.2% | +4.5% | -36.8% | -33.8% |
| 6M | +52.4% | -0.3% | +52.6% | +50.8% |
| YTD | +6.7% | -0.1% | +6.8% | +4.9% |
| 1Y | -15.2% | +4.6% | -19.9% | -18.8% |
| 3Y | +14.9% | +10.5% | +4.4% | +10.4% |
| 5Y | +20.8% | +31.7% | -10.9% | +18.1% |
| All | +19.6% | +28.3% | -8.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling