+23.8%
BTDR vs ROP
-14.8%
+38.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.6% | +7.5% | +4.5% |
| 7D | +20.0% | -4.4% | +24.4% | +20.8% |
| 30D | +11.9% | +3.2% | +8.7% | +11.3% |
| 3M | -36.9% | +23.1% | -60.0% | -41.0% |
| 6M | +56.5% | +13.3% | +43.2% | +49.9% |
| YTD | +10.4% | -7.9% | +18.3% | +12.8% |
| 1Y | +3.1% | -22.1% | +25.1% | +11.9% |
| 3Y | -2.6% | -16.8% | +14.2% | +7.2% |
| 5Y | +25.2% | -13.5% | +38.7% | +36.7% |
| All | +23.8% | -14.8% | +38.6% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling