+19.6%
BTDR vs RSG
+104.9%
-85.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +3.0% | +3.9% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +32.6% | +4.0% | +28.6% | +33.5% |
| 3M | -32.2% | +7.4% | -39.6% | -31.7% |
| 6M | +52.4% | +0.1% | +52.3% | +54.2% |
| YTD | +6.7% | +6.0% | +0.7% | +7.4% |
| 1Y | -15.2% | -3.0% | -12.3% | -13.7% |
| 3Y | +14.9% | +56.5% | -41.6% | +9.6% |
| 5Y | +20.8% | +90.9% | -70.1% | +15.7% |
| All | +19.6% | +104.9% | -85.3% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling