-69.4%
BTDR vs OSCR
+104.5%
-173.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.6% | -14.2% | -9.1% |
| 7D | -17.6% | +15.5% | -33.0% | -22.4% |
| 30D | -40.3% | +8.5% | -48.8% | -42.5% |
| 3M | -42.6% | +15.8% | -58.5% | -46.8% |
| 6M | -46.3% | +89.5% | -135.8% | -62.6% |
| YTD | -41.7% | +144.9% | -186.6% | -66.5% |
| 1Y | -69.4% | +105.1% | -174.5% | -80.3% |
| All | -69.4% | +104.5% | -173.9% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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