+23.3%
BTDR vs RVMD
+637.5%
-614.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +14.8% | -0.7% | +15.5% | +14.9% |
| 30D | +41.8% | +0.3% | +41.5% | +41.7% |
| 3M | -29.2% | +38.9% | -68.0% | -32.7% |
| 6M | +66.2% | +108.1% | -41.9% | +48.5% |
| YTD | +10.0% | +160.7% | -150.7% | -5.4% |
| 1Y | -11.0% | +407.3% | -418.3% | -30.4% |
| 3Y | +6.9% | +546.6% | -539.6% | -18.4% |
| 5Y | +24.7% | +579.8% | -555.1% | -4.9% |
| All | +23.3% | +637.5% | -614.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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