+15.3%
BTDR vs ROP
-18.7%
+34.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.4% |
| 7D | -3.2% | -8.0% | +4.8% | -1.9% |
| 30D | +32.7% | -2.7% | +35.4% | +33.2% |
| 3M | -28.4% | +16.6% | -45.0% | -32.4% |
| 6M | +51.7% | +10.4% | +41.3% | +45.5% |
| YTD | +2.9% | -12.1% | +14.9% | +5.8% |
| 1Y | -15.5% | -23.6% | +8.2% | -8.5% |
| 3Y | 0.0% | -19.3% | +19.3% | +11.0% |
| 5Y | +16.5% | -15.4% | +31.8% | +29.0% |
| All | +15.3% | -18.7% | +34.0% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling