-76.8%
BTDR vs Q
+68.3%
-145.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.5% | -5.1% | -5.7% |
| 7D | -6.9% | +1.2% | -8.1% | -6.9% |
| 30D | -31.5% | -2.7% | -28.9% | -28.2% |
| 3M | -36.1% | -16.9% | -19.1% | -25.3% |
| 6M | -57.6% | -26.9% | -30.8% | -47.4% |
| YTD | -50.0% | +45.2% | -95.3% | -58.7% |
| 1Y | -49.6% | +38.1% | -87.7% | -60.1% |
| All | -76.8% | +68.3% | -145.1% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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