+10.8%
BTDR vs RNG
+120.1%
-109.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.2% |
| 7D | -3.2% | -9.6% | +6.4% | -0.4% |
| 30D | +32.7% | +8.8% | +23.9% | +28.9% |
| 3M | -28.4% | +78.6% | -107.0% | -43.5% |
| 6M | +51.7% | +70.3% | -18.6% | +18.4% |
| YTD | +2.9% | +140.3% | -137.5% | -37.0% |
| 1Y | -15.5% | +126.6% | -142.1% | -46.6% |
| All | +10.8% | +120.1% | -109.4% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling