-44.0%
BTDR vs RVTY
-8.2%
-35.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.7% | -7.0% | -7.7% |
| 7D | -6.9% | -0.5% | -6.4% | -6.4% |
| 30D | -31.5% | +1.5% | -33.1% | -30.9% |
| 3M | -36.1% | +31.5% | -67.5% | -43.7% |
| 6M | -57.6% | +62.7% | -120.3% | -66.7% |
| YTD | -50.0% | +60.0% | -110.0% | -60.3% |
| 1Y | -49.6% | +65.7% | -115.3% | -60.5% |
| 3Y | +48.5% | +85.2% | -36.7% | +16.3% |
| 5Y | -43.8% | -14.9% | -28.9% | -55.0% |
| All | -44.0% | -8.2% | -35.8% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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