-35.9%
BTDR vs ROIV
+316.5%
-352.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.3% |
| 7D | -7.4% | +14.3% | -21.7% | -9.6% |
| 30D | -33.4% | +16.2% | -49.7% | -35.2% |
| 3M | -26.3% | +15.1% | -41.4% | -28.3% |
| 6M | -52.4% | +44.2% | -96.6% | -55.4% |
| YTD | -42.8% | +89.8% | -132.6% | -48.5% |
| 1Y | -63.7% | +94.6% | -158.3% | -67.4% |
| 3Y | +61.5% | +367.5% | -306.1% | +33.0% |
| 5Y | -35.6% | +421.4% | -457.0% | -47.2% |
| All | -35.9% | +316.5% | -352.4% | -47.3% |
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