-29.7%
BTDR vs STZ
-29.1%
-0.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.6% | +9.7% |
| 7D | +7.7% | -0.9% | +8.6% | +7.7% |
| 30D | -24.1% | +14.9% | -39.0% | -25.0% |
| 3M | -19.1% | +8.4% | -27.5% | -19.5% |
| 6M | -46.6% | +2.8% | -49.4% | -46.5% |
| YTD | -37.3% | +7.5% | -44.8% | -37.7% |
| 1Y | -53.2% | +12.5% | -65.7% | -53.9% |
| 3Y | +77.1% | -35.4% | +112.5% | +85.4% |
| 5Y | -29.7% | -29.3% | -0.4% | -25.8% |
| All | -29.7% | -29.1% | -0.6% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling