-56.0%
BTDR vs S
+29.4%
-85.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -6.3% | -6.5% | -10.9% |
| 7D | +15.4% | +4.1% | +11.4% | +14.8% |
| 30D | -33.4% | -7.2% | -26.3% | -31.5% |
| 3M | -32.0% | 0.0% | -32.0% | -31.1% |
| 6M | -52.2% | +41.6% | -93.8% | -56.4% |
| YTD | -45.3% | +48.6% | -93.9% | -51.5% |
| 1Y | -56.0% | +30.0% | -86.1% | -58.8% |
| All | -56.0% | +29.4% | -85.5% | -58.8% |
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