+16.5%
BTDR vs RUN
-81.3%
+97.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -6.2% |
| 7D | -3.2% | -3.4% | +0.2% | -2.7% |
| 30D | +32.7% | -14.0% | +46.6% | +35.6% |
| 3M | -28.4% | -27.5% | -0.9% | -24.8% |
| 6M | +51.7% | -29.0% | +80.7% | +59.9% |
| YTD | +2.9% | -53.1% | +56.0% | +12.7% |
| 1Y | -15.5% | -46.7% | +31.3% | -8.9% |
| 3Y | 0.0% | -38.3% | +38.3% | -5.3% |
| 5Y | +16.5% | -80.7% | +97.1% | +10.1% |
| All | +16.5% | -81.3% | +97.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling