-69.4%
BTDR vs ROP
+10.4%
-79.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.9% | -9.6% | -3.8% |
| 7D | -17.6% | +11.7% | -29.3% | -13.0% |
| 30D | -40.3% | +35.5% | -75.7% | -32.1% |
| 3M | -42.6% | +25.6% | -68.3% | -36.3% |
| 6M | -46.3% | +39.3% | -85.6% | -39.8% |
| YTD | -41.7% | +11.6% | -53.4% | -42.8% |
| 1Y | -69.4% | +10.6% | -80.0% | -70.0% |
| All | -69.4% | +10.4% | -79.8% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling