-69.4%
BTDR vs REPL
+125.1%
-194.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | -17.6% | +28.8% | -46.4% | -17.4% |
| 30D | -40.3% | +57.3% | -97.6% | -40.1% |
| 3M | -42.6% | +73.6% | -116.2% | -42.3% |
| 6M | -46.3% | +582.8% | -629.1% | -43.9% |
| YTD | -41.7% | +112.9% | -154.6% | -51.4% |
| 1Y | -69.4% | +130.7% | -200.1% | -72.7% |
| All | -69.4% | +125.1% | -194.5% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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