+86.5%
BTDR vs STZ
-35.6%
+122.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.6% | +9.8% |
| 7D | +7.7% | -0.9% | +8.6% | +7.7% |
| 30D | -24.1% | +14.9% | -39.0% | -26.0% |
| 3M | -19.1% | +8.4% | -27.5% | -20.2% |
| 6M | -46.6% | +2.8% | -49.4% | -46.6% |
| YTD | -37.3% | +7.5% | -44.8% | -38.9% |
| 1Y | -53.2% | +12.5% | -65.7% | -55.3% |
| All | +86.5% | -35.6% | +122.0% | +109.8% |
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