-29.7%
BTDR vs PL
+45.3%
-75.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.5% | +9.2% | +9.5% |
| 7D | +7.7% | +13.4% | -5.7% | +4.4% |
| 30D | -24.1% | -10.2% | -13.9% | -21.0% |
| 3M | -19.1% | -39.5% | +20.4% | -6.7% |
| 6M | -46.6% | -65.7% | +19.1% | -29.4% |
| YTD | -37.3% | -27.3% | -10.0% | -34.1% |
| 1Y | -53.2% | +15.0% | -68.2% | -56.8% |
| 3Y | +77.1% | +560.8% | -483.8% | +2.0% |
| 5Y | -29.7% | +38.4% | -68.1% | -58.2% |
| All | -29.7% | +45.3% | -75.0% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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