-44.0%
BTDR vs REPL
-32.8%
-11.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.6% |
| 7D | -6.9% | +1.2% | -8.1% | -6.9% |
| 30D | -31.5% | +92.2% | -123.7% | -32.4% |
| 3M | -36.1% | +44.1% | -80.2% | -36.6% |
| 6M | -57.6% | +313.0% | -370.7% | -59.3% |
| YTD | -50.0% | +125.2% | -175.3% | -52.3% |
| 1Y | -49.6% | +143.8% | -193.4% | -52.1% |
| 3Y | +48.5% | +104.2% | -55.7% | +26.4% |
| 5Y | -43.8% | -34.5% | -9.3% | -50.2% |
| All | -44.0% | -32.8% | -11.2% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling