+23.3%
BTDR vs RL
+233.1%
-209.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -1.0% |
| 7D | +14.8% | -0.3% | +15.1% | +15.1% |
| 30D | +41.8% | -17.5% | +59.3% | +55.5% |
| 3M | -29.2% | -14.0% | -15.2% | -24.0% |
| 6M | +66.2% | -2.0% | +68.1% | +68.3% |
| YTD | +10.0% | -4.6% | +14.6% | +12.4% |
| 1Y | -11.0% | +9.5% | -20.5% | -14.7% |
| 3Y | +6.9% | +200.5% | -193.5% | -17.8% |
| 5Y | +24.7% | +226.3% | -201.6% | -4.5% |
| All | +23.3% | +233.1% | -209.8% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling