+26.7%
BTDR vs RUN
-81.7%
+108.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.8% |
| 7D | +22.4% | +10.2% | +12.3% | +20.7% |
| 30D | +16.5% | -9.6% | +26.1% | +18.2% |
| 3M | -31.5% | -31.5% | 0.0% | -27.6% |
| 6M | +74.0% | -18.7% | +92.7% | +80.0% |
| YTD | +13.0% | -49.9% | +62.9% | +22.5% |
| 1Y | -0.2% | -45.5% | +45.3% | +6.8% |
| 3Y | +9.9% | -34.1% | +44.0% | +3.2% |
| 5Y | +28.1% | -79.4% | +107.5% | +20.1% |
| All | +26.7% | -81.7% | +108.4% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling