-29.7%
BTDR vs RL
+243.0%
-272.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.4% | +11.1% | +10.4% |
| 7D | +7.7% | -4.4% | +12.0% | +10.9% |
| 30D | -24.1% | +5.6% | -29.7% | -25.9% |
| 3M | -19.1% | -0.6% | -18.5% | -18.8% |
| 6M | -46.6% | +15.5% | -62.1% | -50.6% |
| YTD | -37.3% | +12.3% | -49.6% | -40.9% |
| 1Y | -53.2% | +19.3% | -72.5% | -57.2% |
| 3Y | +77.1% | +255.5% | -178.5% | +22.1% |
| 5Y | -29.7% | +247.1% | -276.8% | -51.4% |
| All | -29.7% | +243.0% | -272.7% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling