+48.5%
BTDR vs S
+41.6%
+7.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.4% |
| 7D | -6.9% | +2.0% | -8.9% | -7.4% |
| 30D | -31.5% | -2.7% | -28.8% | -29.4% |
| 3M | -36.1% | -6.9% | -29.2% | -34.1% |
| 6M | -57.6% | +38.1% | -95.7% | -67.1% |
| YTD | -50.0% | +48.0% | -98.0% | -64.4% |
| 1Y | -49.6% | +34.5% | -84.1% | -62.0% |
| 3Y | +48.5% | +38.3% | +10.2% | +6.3% |
| All | +48.5% | +41.6% | +7.0% | +6.3% |
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