-69.4%
BTDR vs P
+19.7%
-89.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.0% | -0.6% | -3.9% |
| 7D | -17.6% | -19.4% | +1.8% | -11.3% |
| 30D | -40.3% | -22.3% | -17.9% | -34.9% |
| 3M | -42.6% | +33.2% | -75.8% | -48.2% |
| 6M | -46.3% | +53.6% | -99.9% | -55.5% |
| YTD | -41.7% | +66.8% | -108.5% | -54.1% |
| 1Y | -69.4% | +17.5% | -86.9% | -74.7% |
| All | -69.4% | +19.7% | -89.1% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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