+23.3%
BTDR vs S
-59.5%
+82.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +14.8% | -1.2% | +16.0% | +15.1% |
| 30D | +41.8% | -12.6% | +54.4% | +45.5% |
| 3M | -29.2% | +27.6% | -56.7% | -33.8% |
| 6M | +66.2% | +35.5% | +30.7% | +52.2% |
| YTD | +10.0% | +29.6% | -19.6% | +1.3% |
| 1Y | -11.0% | +8.1% | -19.1% | -14.6% |
| 3Y | +6.9% | +14.8% | -7.8% | +7.2% |
| 5Y | +24.7% | -70.6% | +95.2% | +25.0% |
| All | +23.3% | -59.5% | +82.8% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling