-9.6%
BTDR vs S
+8.0%
-17.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +45.3% |
| 3M | -29.2% | +27.6% | -56.7% | -35.4% |
| 6M | +66.2% | +35.5% | +30.7% | +46.1% |
| YTD | +10.0% | +29.6% | -19.6% | -1.8% |
| All | -9.6% | +8.0% | -17.6% | -9.4% |
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 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