-33.9%
BTDR vs PL
+45.6%
-79.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +14.5% | -4.6% | +5.6% |
| 7D | +7.1% | +10.9% | -3.7% | +4.7% |
| 30D | -31.4% | -16.4% | -15.0% | -27.2% |
| 3M | -39.2% | -39.9% | +0.7% | -29.6% |
| 6M | -50.9% | -63.2% | +12.3% | -36.4% |
| YTD | -41.0% | -27.1% | -13.9% | -38.1% |
| 1Y | -69.9% | +12.2% | -82.1% | -72.1% |
| 3Y | +87.3% | +584.3% | -497.0% | +7.6% |
| 5Y | -33.6% | +37.0% | -70.6% | -60.6% |
| All | -33.9% | +45.6% | -79.5% | -61.2% |
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