+28.1%
BTDR vs P
+283.1%
-255.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.8% |
| 7D | +22.4% | +7.8% | +14.6% | +19.3% |
| 30D | +16.5% | +12.3% | +4.1% | +9.1% |
| 3M | -31.5% | +37.1% | -68.6% | -40.2% |
| 6M | +74.0% | +66.1% | +8.0% | +37.0% |
| YTD | +13.0% | +50.9% | -37.9% | -8.1% |
| 1Y | -0.2% | +27.2% | -27.5% | -15.7% |
| 3Y | +9.9% | +158.7% | -148.8% | -25.2% |
| 5Y | +28.1% | +291.1% | -263.0% | -14.8% |
| All | +28.1% | +283.1% | -255.0% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling