+19.6%
BTDR vs RGEN
-27.0%
+46.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -3.4% | -1.4% | -1.9% | -3.0% |
| 30D | +32.6% | -0.3% | +32.9% | +33.0% |
| 3M | -32.2% | +23.9% | -56.1% | -35.7% |
| 6M | +52.4% | +38.5% | +13.8% | +40.8% |
| YTD | +6.7% | +0.8% | +5.9% | +5.2% |
| 1Y | -15.2% | +38.2% | -53.5% | -21.5% |
| 3Y | +14.9% | +1.3% | +13.6% | +11.1% |
| 5Y | +20.8% | -44.0% | +64.8% | +17.6% |
| All | +19.6% | -27.0% | +46.6% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling