-35.6%
BTDR vs REPL
-29.4%
-6.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -3.1% |
| 7D | -7.4% | +12.7% | -20.1% | -7.6% |
| 30D | -33.4% | +73.5% | -106.9% | -34.2% |
| 3M | -26.3% | +70.3% | -96.6% | -27.1% |
| 6M | -52.4% | +472.0% | -524.4% | -54.7% |
| YTD | -42.8% | +139.5% | -182.3% | -45.5% |
| 1Y | -63.7% | +167.3% | -231.0% | -65.5% |
| 3Y | +61.5% | +109.5% | -48.1% | +37.3% |
| 5Y | -35.6% | -29.9% | -5.7% | -43.1% |
| All | -35.6% | -29.4% | -6.2% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling