+18.4%
BTDR vs ROP
-18.8%
+37.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.3% |
| 7D | +14.8% | -6.1% | +20.9% | +16.9% |
| 30D | +41.8% | -3.4% | +45.2% | +43.1% |
| 3M | -29.2% | +16.7% | -45.9% | -36.3% |
| 6M | +66.2% | +8.1% | +58.1% | +56.1% |
| YTD | +10.0% | -11.7% | +21.7% | +18.9% |
| 1Y | -11.0% | -24.2% | +13.2% | +10.1% |
| All | +18.4% | -18.8% | +37.2% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling