+21.7%
BTDR vs REPL
-25.4%
+47.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.4% |
| 7D | +22.4% | -5.7% | +28.2% | +22.5% |
| 30D | +16.5% | +22.5% | -6.0% | +16.1% |
| 3M | -31.5% | +64.7% | -96.1% | -32.1% |
| 6M | +74.0% | +83.0% | -9.0% | +68.3% |
| YTD | +13.0% | +52.0% | -38.9% | +9.6% |
| 1Y | -0.2% | +144.5% | -144.8% | -5.9% |
| All | +21.7% | -25.4% | +47.1% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling