-33.8%
BTDR vs S
-15.6%
-18.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -6.3% | -6.5% | -5.6% |
| 7D | +15.4% | +4.1% | +11.4% | +12.4% |
| 30D | -33.4% | -7.2% | -26.3% | -26.5% |
| All | -33.8% | -15.6% | -18.2% | -22.0% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling