+28.1%
BTDR vs REPL
-53.9%
+82.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.0% |
| 3M | -31.5% | +64.7% | -96.1% | -32.4% |
| 6M | +74.0% | +83.0% | -9.0% | +66.9% |
| YTD | +13.0% | +52.0% | -38.9% | +8.8% |
| 1Y | -0.2% | +144.5% | -144.8% | -7.0% |
| 3Y | +9.9% | -25.1% | +35.0% | -2.7% |
| 5Y | +28.1% | -52.9% | +81.0% | +14.5% |
| All | +28.1% | -53.9% | +82.0% | +14.5% |
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