+86.5%
BTDR vs PR
+89.6%
-3.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.8% | +6.9% | +8.4% |
| 7D | +7.7% | -0.5% | +8.1% | +8.5% |
| 30D | -24.1% | -4.6% | -19.5% | -22.4% |
| 3M | -19.1% | +4.7% | -23.8% | -21.4% |
| 6M | -46.6% | +12.4% | -59.1% | -51.2% |
| YTD | -37.3% | +62.9% | -100.1% | -57.6% |
| 1Y | -53.2% | +70.6% | -123.8% | -69.6% |
| All | +86.5% | +89.6% | -3.1% | -1.9% |
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