-39.6%
BTDR vs PL
+20.8%
-60.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +10.4% | +2.9% | +10.3% |
| 7D | -10.4% | -6.8% | -3.5% | -7.8% |
| 30D | -42.2% | -29.3% | -12.9% | -35.5% |
| 3M | -42.8% | -44.8% | +1.9% | -32.1% |
| 6M | -60.2% | -68.4% | +8.2% | -46.2% |
| YTD | -46.3% | -36.4% | -10.0% | -41.4% |
| 1Y | -71.7% | +0.7% | -72.4% | -72.9% |
| 3Y | +54.6% | +455.3% | -400.7% | -7.3% |
| All | -39.6% | +20.8% | -60.4% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling