+15.3%
BTDR vs REPL
-59.3%
+74.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -8.4% | +1.9% | -6.4% |
| 7D | -3.2% | -13.4% | +10.2% | -3.0% |
| 30D | +32.7% | -3.0% | +35.7% | +32.7% |
| 3M | -28.4% | +56.3% | -84.7% | -29.4% |
| 6M | +51.7% | +60.9% | -9.2% | +45.8% |
| YTD | +2.9% | +36.2% | -33.4% | -0.9% |
| 1Y | -15.5% | +121.0% | -136.5% | -21.1% |
| 3Y | 0.0% | -32.8% | +32.8% | -11.3% |
| 5Y | +16.5% | -58.7% | +75.1% | +4.1% |
| All | +15.3% | -59.3% | +74.6% | +3.0% |
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