+23.8%
BTDR vs S
-58.6%
+82.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.9% |
| 7D | +20.0% | -7.7% | +27.7% | +22.1% |
| 30D | +11.9% | -5.3% | +17.3% | +12.6% |
| 3M | -36.9% | +20.3% | -57.2% | -40.2% |
| 6M | +56.5% | +47.4% | +9.1% | +40.6% |
| YTD | +10.4% | +32.5% | -22.1% | +1.2% |
| 1Y | +3.1% | +9.5% | -6.5% | -1.5% |
| 3Y | -2.6% | +15.5% | -18.1% | -2.8% |
| 5Y | +25.2% | -71.2% | +96.4% | +25.1% |
| All | +23.8% | -58.6% | +82.4% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling