+15.3%
BTDR vs RVTY
-28.1%
+43.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.1% | -5.3% |
| 7D | -3.2% | -7.4% | +4.2% | +0.7% |
| 30D | +32.7% | +4.5% | +28.2% | +30.3% |
| 3M | -28.4% | +19.5% | -47.9% | -34.8% |
| 6M | +51.7% | +34.1% | +17.6% | +31.2% |
| YTD | +2.9% | +25.3% | -22.4% | -8.2% |
| 1Y | -15.5% | +47.0% | -62.5% | -29.4% |
| 3Y | 0.0% | +14.1% | -14.1% | -10.3% |
| 5Y | +16.5% | -34.6% | +51.0% | +4.1% |
| All | +15.3% | -28.1% | +43.4% | +4.6% |
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