+23.8%
BTDR vs P
+418.6%
-394.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.6% | +3.5% |
| 7D | +20.0% | +6.5% | +13.4% | +17.4% |
| 30D | +11.9% | +18.8% | -6.9% | +2.7% |
| 3M | -36.9% | +26.7% | -63.7% | -43.2% |
| 6M | +56.5% | +62.2% | -5.7% | +25.0% |
| YTD | +10.4% | +48.5% | -38.1% | -9.2% |
| 1Y | +3.1% | +26.4% | -23.3% | -12.3% |
| 3Y | -2.6% | +159.4% | -162.0% | -32.5% |
| 5Y | +25.2% | +275.8% | -250.6% | -14.9% |
| All | +23.8% | +418.6% | -394.8% | -15.9% |
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