-29.7%
BTDR vs P
+455.0%
-484.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.4% | +5.2% | +8.0% |
| 7D | +7.7% | -4.7% | +12.4% | +10.6% |
| 30D | -24.1% | -31.4% | +7.3% | -11.9% |
| 3M | -19.1% | -2.6% | -16.5% | -18.1% |
| 6M | -46.6% | +21.9% | -68.6% | -51.6% |
| YTD | -37.3% | +58.9% | -96.2% | -49.1% |
| 1Y | -53.2% | +21.7% | -74.9% | -59.1% |
| 3Y | +77.1% | +193.3% | -116.2% | +20.9% |
| 5Y | -29.7% | +275.1% | -304.8% | -52.8% |
| All | -29.7% | +455.0% | -484.7% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling