+9.9%
BTDR vs S
+13.8%
-3.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +3.6% |
| 7D | +22.4% | -5.8% | +28.2% | +26.4% |
| 30D | +16.5% | -9.2% | +25.7% | +20.4% |
| 3M | -31.5% | +23.4% | -54.8% | -42.1% |
| 6M | +74.0% | +36.9% | +37.1% | +33.9% |
| YTD | +13.0% | +29.5% | -16.5% | -11.4% |
| 1Y | -0.2% | +5.4% | -5.7% | -10.8% |
| 3Y | +9.9% | +14.7% | -4.8% | -8.7% |
| All | +9.9% | +13.8% | -3.9% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling