-69.4%
BTDR vs PR
+87.5%
-156.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -7.6% |
| 7D | -17.6% | -12.1% | -5.4% | -20.7% |
| 30D | -40.3% | +0.9% | -41.2% | -39.5% |
| 3M | -42.6% | +10.1% | -52.8% | -39.3% |
| 6M | -46.3% | +1.1% | -47.4% | -43.1% |
| YTD | -41.7% | +63.7% | -105.4% | -44.0% |
| 1Y | -69.4% | +87.0% | -156.4% | -72.2% |
| All | -69.4% | +87.5% | -156.9% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling