-39.6%
BTDR vs RACE
+65.0%
-104.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.5% | +14.8% | +13.8% |
| 7D | -10.4% | +5.1% | -15.4% | -12.0% |
| 30D | -42.2% | +7.7% | -49.9% | -43.7% |
| 3M | -42.8% | +2.2% | -45.0% | -43.1% |
| 6M | -60.2% | +23.8% | -83.9% | -62.8% |
| YTD | -46.3% | +13.9% | -60.2% | -48.9% |
| 1Y | -71.7% | +3.8% | -75.4% | -72.3% |
| 3Y | +54.6% | +28.0% | +26.6% | +47.9% |
| All | -39.6% | +65.0% | -104.6% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling