-15.2%
BTDR vs QS
-36.7%
+21.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.5% |
| 7D | -3.4% | -3.6% | +0.3% | -1.1% |
| 30D | +32.6% | -17.2% | +49.8% | +50.2% |
| 3M | -32.2% | -27.0% | -5.3% | -18.5% |
| 6M | +52.4% | -24.6% | +76.9% | +80.6% |
| YTD | +6.7% | -49.3% | +56.0% | +56.4% |
| 1Y | -15.2% | -40.3% | +25.1% | +34.8% |
| All | -15.2% | -36.7% | +21.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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