-33.9%
BTDR vs P
+435.9%
-469.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.3% | +3.6% | +7.5% |
| 7D | +7.1% | -9.6% | +16.7% | +12.3% |
| 30D | -31.4% | -33.4% | +2.1% | -19.5% |
| 3M | -39.2% | +14.2% | -53.4% | -42.7% |
| 6M | -50.9% | +31.6% | -82.5% | -57.0% |
| YTD | -41.0% | +53.5% | -94.5% | -51.6% |
| 1Y | -69.9% | +14.2% | -84.1% | -73.1% |
| 3Y | +87.3% | +190.5% | -103.3% | +29.2% |
| 5Y | -33.6% | +256.3% | -290.0% | -54.9% |
| All | -33.9% | +435.9% | -469.8% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling