+19.6%
BTDR vs RNG
-73.6%
+93.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -3.4% | -6.1% | +2.7% | -2.5% |
| 30D | +32.6% | +9.6% | +23.0% | +30.7% |
| 3M | -32.2% | +83.3% | -115.6% | -39.5% |
| 6M | +52.4% | +77.9% | -25.6% | +35.2% |
| YTD | +6.7% | +139.9% | -133.2% | -12.7% |
| 1Y | -15.2% | +121.7% | -136.9% | -29.5% |
| 3Y | +14.9% | +121.9% | -107.0% | -5.3% |
| 5Y | +20.8% | -68.4% | +89.2% | -0.6% |
| All | +19.6% | -73.6% | +93.2% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling