+16.5%
BTDR vs OMC
+31.0%
-14.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -6.8% |
| 7D | -3.2% | -6.2% | +3.0% | -1.8% |
| 30D | +32.7% | -7.6% | +40.2% | +34.8% |
| 3M | -28.4% | +7.4% | -35.8% | -30.5% |
| 6M | +51.7% | +0.1% | +51.6% | +50.1% |
| YTD | +2.9% | +0.4% | +2.4% | +1.0% |
| 1Y | -15.5% | +7.8% | -23.2% | -20.0% |
| 3Y | 0.0% | +11.8% | -11.8% | -4.1% |
| 5Y | +16.5% | +32.5% | -16.0% | +14.0% |
| All | +16.5% | +31.0% | -14.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling