Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • BTDR vs ROIV✓SelectedUSD · ROIVBTDR vs ROIV performance historyLatest closeAs of-2.68%09/09
Stock and ETF performance explorer

BTDR vs ROIV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+23.3%
ROIV return
+322.8%
Excess return
-299.5%
Maximum drawdown
-79.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioROIVExcessAlpha
1D-2.7%+0.8%-3.5%-2.8%
7D+14.8%+22.3%-7.5%+10.2%
30D+41.8%+16.9%+25.0%+37.4%
3M-29.2%+43.9%-73.1%-33.6%
6M+66.2%+41.6%+24.6%+56.1%
YTD+10.0%+92.7%-82.7%-1.4%
1Y-11.0%+210.2%-221.1%-24.9%
3Y+6.9%+231.8%-224.9%-11.8%
5Y+24.7%+319.8%-295.1%+2.1%
All+23.3%+322.8%-299.5%+1.0%

Cumulative growth

Daily Returns

Daily percentage return beside ROIV.

Daily Out/Under-Performance

Portfolio return minus ROIV return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ROIV 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 ROIV 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