-11.0%
BTDR vs REPL
+136.9%
-147.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.7% |
| 7D | +14.8% | -9.6% | +24.4% | +14.8% |
| 30D | +41.8% | +5.7% | +36.1% | +41.7% |
| 3M | -29.2% | +56.4% | -85.6% | -29.1% |
| 6M | +66.2% | +67.4% | -1.3% | +62.7% |
| YTD | +10.0% | +48.7% | -38.7% | +7.9% |
| 1Y | -11.0% | +148.3% | -159.3% | -17.0% |
| All | -11.0% | +136.9% | -147.9% | -17.0% |
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 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