+28.1%
BTDR vs S
-72.3%
+100.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.9% |
| 7D | +22.4% | -5.8% | +28.2% | +24.0% |
| 30D | +16.5% | -9.2% | +25.7% | +18.2% |
| 3M | -31.5% | +23.4% | -54.8% | -35.5% |
| 6M | +74.0% | +36.9% | +37.1% | +58.7% |
| YTD | +13.0% | +29.5% | -16.5% | +3.9% |
| 1Y | -0.2% | +5.4% | -5.7% | -3.9% |
| 3Y | +9.9% | +14.7% | -4.8% | +10.2% |
| 5Y | +28.1% | -71.5% | +99.6% | +28.0% |
| All | +28.1% | -72.3% | +100.4% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling