+9.9%
BTDR vs STZ
-50.3%
+60.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.6% | +8.0% | +3.8% |
| 7D | +22.4% | -7.4% | +29.8% | +24.8% |
| 30D | +16.5% | -10.9% | +27.3% | +19.9% |
| 3M | -31.5% | -13.4% | -18.0% | -28.9% |
| 6M | +74.0% | -16.2% | +90.2% | +81.8% |
| YTD | +13.0% | -10.4% | +23.5% | +14.4% |
| 1Y | -0.2% | -14.8% | +14.5% | +2.6% |
| 3Y | +9.9% | -50.1% | +60.0% | +26.9% |
| All | +9.9% | -50.3% | +60.2% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling