-69.4%
BTDR vs STZ
+14.7%
-84.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.3% | -11.0% | -4.1% |
| 7D | -17.6% | +13.0% | -30.5% | -14.6% |
| 30D | -40.3% | +29.4% | -69.7% | -37.6% |
| 3M | -42.6% | +11.6% | -54.2% | -40.0% |
| 6M | -46.3% | -0.2% | -46.1% | -42.6% |
| YTD | -41.7% | +8.6% | -50.3% | -40.0% |
| 1Y | -69.4% | +15.9% | -85.3% | -68.2% |
| All | -69.4% | +14.7% | -84.1% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling