-15.5%
BTDR vs RL
+9.4%
-24.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.7% |
| 7D | -3.2% | -2.2% | -1.0% | -1.6% |
| 30D | +32.7% | -15.3% | +48.0% | +49.6% |
| 3M | -28.4% | -10.3% | -18.0% | -23.2% |
| 6M | +51.7% | -2.2% | +53.9% | +50.7% |
| YTD | +2.9% | -4.3% | +7.2% | +1.6% |
| 1Y | -15.5% | +8.9% | -24.3% | -18.4% |
| All | -15.5% | +9.4% | -24.8% | -18.4% |
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