-43.9%
BTDR vs ROP
+1.9%
-45.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.4% | -9.1% | -8.7% |
| 7D | -6.9% | +0.7% | -7.6% | -6.9% |
| 30D | -31.5% | +28.8% | -60.3% | -33.9% |
| 3M | -36.1% | +21.1% | -57.1% | -37.7% |
| 6M | -57.6% | +52.5% | -110.2% | -62.0% |
| YTD | -50.0% | +8.9% | -58.9% | -50.0% |
| 1Y | -49.6% | +8.2% | -57.8% | -49.5% |
| 3Y | +48.5% | -5.2% | +53.7% | +60.6% |
| All | -43.9% | +1.9% | -45.8% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling