-2.9%
BTDR vs PL
+454.1%
-457.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.4% |
| 7D | +20.0% | -9.3% | +29.3% | +23.9% |
| 30D | +11.9% | -18.9% | +30.9% | +21.0% |
| 3M | -36.9% | -58.4% | +21.4% | -14.3% |
| 6M | +56.5% | -30.3% | +86.8% | +65.4% |
| YTD | +10.4% | -8.1% | +18.6% | +3.7% |
| 1Y | +3.1% | +180.5% | -177.4% | -42.7% |
| All | -2.9% | +454.1% | -457.0% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling