-43.9%
BTDR vs PL
+31.5%
-75.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -8.5% |
| 7D | -6.9% | +10.0% | -16.9% | -9.3% |
| 30D | -31.5% | -2.3% | -29.3% | -30.3% |
| 3M | -36.1% | -44.2% | +8.1% | -24.4% |
| 6M | -57.6% | -66.1% | +8.5% | -43.7% |
| YTD | -50.0% | -30.0% | -20.1% | -46.9% |
| 1Y | -49.6% | +21.0% | -70.6% | -54.2% |
| 3Y | +48.5% | +516.5% | -468.0% | -13.3% |
| All | -43.9% | +31.5% | -75.5% | -66.2% |
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 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