-69.4%
BTDR vs RL
+34.3%
-103.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.5% | -10.1% | -8.7% |
| 7D | -17.6% | +5.8% | -23.3% | -21.0% |
| 30D | -40.3% | +12.7% | -53.0% | -45.3% |
| 3M | -42.6% | +9.3% | -52.0% | -47.3% |
| 6M | -46.3% | +16.9% | -63.2% | -52.9% |
| YTD | -41.7% | +17.5% | -59.2% | -51.4% |
| 1Y | -69.4% | +34.6% | -104.0% | -79.0% |
| All | -69.4% | +34.3% | -103.7% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling