+23.3%
BTDR vs RNG
-73.3%
+96.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +14.8% | -4.1% | +18.9% | +15.5% |
| 30D | +41.8% | +8.6% | +33.2% | +39.9% |
| 3M | -29.2% | +78.0% | -107.1% | -36.5% |
| 6M | +66.2% | +67.0% | -0.9% | +49.1% |
| YTD | +10.0% | +142.4% | -132.4% | -10.1% |
| 1Y | -11.0% | +120.4% | -131.4% | -25.8% |
| 3Y | +6.9% | +122.1% | -115.2% | -12.0% |
| 5Y | +24.7% | -69.8% | +94.5% | +2.6% |
| All | +23.3% | -73.3% | +96.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling