+28.1%
BTDR vs RL
+241.4%
-213.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +2.9% |
| 7D | +22.4% | +1.9% | +20.5% | +21.4% |
| 30D | +16.5% | -12.2% | +28.7% | +23.5% |
| 3M | -31.5% | -6.6% | -24.8% | -29.5% |
| 6M | +74.0% | +3.2% | +70.9% | +72.0% |
| YTD | +13.0% | -1.3% | +14.3% | +13.6% |
| 1Y | -0.2% | +13.6% | -13.8% | -6.3% |
| 3Y | +9.9% | +210.9% | -201.0% | -17.6% |
| 5Y | +28.1% | +246.9% | -218.7% | -4.3% |
| All | +28.1% | +241.4% | -213.3% | -4.3% |
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