+54.6%
BTDR vs PR
+64.2%
-9.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.9% | +11.4% | +12.3% |
| 7D | -10.4% | -16.4% | +6.1% | -2.1% |
| 30D | -42.2% | -1.9% | -40.3% | -41.8% |
| 3M | -42.8% | +8.0% | -50.8% | -45.7% |
| 6M | -60.2% | +4.1% | -64.3% | -62.0% |
| YTD | -46.3% | +58.7% | -105.0% | -63.5% |
| 1Y | -71.7% | +75.8% | -147.5% | -82.3% |
| 3Y | +54.6% | +73.2% | -18.5% | -6.3% |
| All | +54.6% | +64.2% | -9.6% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling