+23.8%
BTDR vs REPL
-53.8%
+77.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.0% |
| 7D | +20.0% | -3.0% | +22.9% | +20.0% |
| 30D | +11.9% | +27.1% | -15.2% | +11.4% |
| 3M | -36.9% | +52.4% | -89.3% | -37.7% |
| 6M | +56.5% | +107.4% | -50.9% | +49.4% |
| YTD | +10.4% | +54.7% | -44.3% | +6.2% |
| 1Y | +3.1% | +158.9% | -155.8% | -4.1% |
| 3Y | -2.6% | -23.7% | +21.1% | -13.8% |
| 5Y | +25.2% | -54.3% | +79.5% | +11.8% |
| All | +23.8% | -53.8% | +77.6% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling