-69.4%
BTDR vs RSG
+19.5%
-88.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.7% | -3.9% |
| 7D | -17.6% | +5.1% | -22.7% | -9.9% |
| 30D | -40.3% | +15.3% | -55.6% | -24.2% |
| 3M | -42.6% | +18.6% | -61.2% | -23.9% |
| 6M | -46.3% | +19.5% | -65.8% | -27.7% |
| YTD | -41.7% | +17.2% | -58.9% | -21.4% |
| 1Y | -69.4% | +19.6% | -89.0% | -58.3% |
| All | -69.4% | +19.5% | -88.9% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling