+23.8%
BTDR vs STLA
-59.2%
+83.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.7% | +3.5% |
| 7D | +20.0% | +2.6% | +17.4% | +19.1% |
| 30D | +11.9% | -1.2% | +13.2% | +12.3% |
| 3M | -36.9% | -24.8% | -12.2% | -30.8% |
| 6M | +56.5% | -25.6% | +82.1% | +73.3% |
| YTD | +10.4% | -48.9% | +59.4% | +34.8% |
| 1Y | +3.1% | -38.8% | +41.8% | +15.9% |
| 3Y | -2.6% | -64.5% | +61.9% | +26.0% |
| 5Y | +25.2% | -62.4% | +87.6% | +59.9% |
| All | +23.8% | -59.2% | +83.0% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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