+3.1%
BTDR vs RNG
+144.7%
-141.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.9% | +7.8% | +3.7% |
| 7D | +20.0% | +5.8% | +14.2% | +20.3% |
| 30D | +11.9% | +19.6% | -7.7% | +13.2% |
| 3M | -36.9% | +67.0% | -104.0% | -35.8% |
| 6M | +56.5% | +88.4% | -31.9% | +56.6% |
| YTD | +10.4% | +155.5% | -145.0% | +5.4% |
| 1Y | +3.1% | +141.7% | -138.6% | +3.5% |
| All | +3.1% | +144.7% | -141.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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