-69.4%
BTDR vs S
+36.5%
-105.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.3% | -6.0% |
| 7D | -17.6% | -8.2% | -9.3% | -16.0% |
| 30D | -40.3% | -7.6% | -32.6% | -39.4% |
| 3M | -42.6% | +12.0% | -54.6% | -44.1% |
| 6M | -46.3% | +50.6% | -96.9% | -52.2% |
| YTD | -41.7% | +56.6% | -98.3% | -49.7% |
| 1Y | -69.4% | +39.2% | -108.6% | -72.5% |
| All | -69.4% | +36.5% | -105.9% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling