+14.9%
BTDR vs QSR
+25.8%
-10.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | -3.4% | -4.0% | +0.6% | -1.5% |
| 30D | +32.6% | +2.8% | +29.8% | +31.3% |
| 3M | -32.2% | +5.1% | -37.3% | -34.1% |
| 6M | +52.4% | +8.8% | +43.6% | +42.0% |
| YTD | +6.7% | +14.8% | -8.1% | -4.5% |
| 1Y | -15.2% | +25.7% | -41.0% | -30.7% |
| 3Y | +14.9% | +27.5% | -12.6% | -7.5% |
| All | +14.9% | +25.8% | -10.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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