+15.3%
BTDR vs QSR
+40.8%
-25.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.3% |
| 7D | -3.2% | -4.7% | +1.5% | -1.9% |
| 30D | +32.7% | +4.3% | +28.4% | +31.5% |
| 3M | -28.4% | +5.4% | -33.8% | -29.6% |
| 6M | +51.7% | +8.2% | +43.6% | +46.4% |
| YTD | +2.9% | +14.1% | -11.3% | -2.7% |
| 1Y | -15.5% | +28.1% | -43.6% | -24.1% |
| 3Y | 0.0% | +25.3% | -25.3% | -6.9% |
| 5Y | +16.5% | +40.4% | -23.9% | +8.2% |
| All | +15.3% | +40.8% | -25.5% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling