-53.2%
BTDR vs REPL
+147.5%
-200.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -6.4% | +16.1% | +9.7% |
| 7D | +7.7% | +5.3% | +2.4% | +7.6% |
| 30D | -24.1% | +66.6% | -90.7% | -24.0% |
| 3M | -19.1% | +59.6% | -78.7% | -19.1% |
| 6M | -46.6% | +482.4% | -529.0% | -45.2% |
| YTD | -37.3% | +124.1% | -161.4% | -40.8% |
| 1Y | -53.2% | +138.6% | -191.7% | -58.2% |
| All | -53.2% | +147.5% | -200.7% | -58.2% |
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