+15.3%
BTDR vs RSG
+103.3%
-88.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.6% |
| 7D | -3.2% | -1.8% | -1.4% | -3.5% |
| 30D | +32.7% | +2.8% | +29.9% | +33.3% |
| 3M | -28.4% | +4.3% | -32.7% | -28.0% |
| 6M | +51.7% | -0.5% | +52.2% | +53.4% |
| YTD | +2.9% | +5.2% | -2.4% | +3.4% |
| 1Y | -15.5% | -2.1% | -13.3% | -14.3% |
| 3Y | 0.0% | +56.5% | -56.5% | -4.8% |
| 5Y | +16.5% | +89.5% | -73.0% | +11.4% |
| All | +15.3% | +103.3% | -88.0% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling