-44.0%
BTDR vs RRC
+254.3%
-298.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.4% | -8.7% |
| 7D | -6.9% | +6.4% | -13.3% | -7.4% |
| 30D | -31.5% | +23.9% | -55.4% | -32.8% |
| 3M | -36.1% | +30.2% | -66.3% | -37.6% |
| 6M | -57.6% | +26.3% | -83.9% | -58.6% |
| YTD | -50.0% | +48.1% | -98.1% | -52.7% |
| 1Y | -49.6% | +37.7% | -87.3% | -51.8% |
| 3Y | +48.5% | +60.3% | -11.8% | +41.7% |
| 5Y | -43.8% | +135.3% | -179.1% | -46.2% |
| All | -44.0% | +254.3% | -298.3% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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