-33.6%
BTDR vs ROIV
+433.0%
-466.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.6% | +5.3% | +8.9% |
| 7D | +7.1% | +13.3% | -6.2% | +4.5% |
| 30D | -31.4% | +14.8% | -46.1% | -33.2% |
| 3M | -39.2% | +11.9% | -51.2% | -40.6% |
| 6M | -50.9% | +42.4% | -93.3% | -54.2% |
| YTD | -41.0% | +87.4% | -128.5% | -47.3% |
| 1Y | -69.9% | +97.2% | -167.2% | -73.3% |
| 3Y | +87.3% | +375.7% | -288.4% | +51.6% |
| 5Y | -33.6% | +379.0% | -412.7% | -46.4% |
| All | -33.6% | +433.0% | -466.7% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling