-57.6%
BTDR vs ROP
+50.5%
-108.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.4% | -9.1% | -8.2% |
| 7D | -6.9% | +0.7% | -7.6% | -6.2% |
| 30D | -31.5% | +28.8% | -60.3% | -14.5% |
| 3M | -36.1% | +21.1% | -57.1% | -24.4% |
| 6M | -57.6% | +52.5% | -110.2% | -45.8% |
| All | -57.6% | +50.5% | -108.1% | -45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling