+23.8%
BTDR vs STZ
-37.4%
+61.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.7% | +4.1% |
| 7D | +20.0% | -1.9% | +21.9% | +20.3% |
| 30D | +11.9% | -1.9% | +13.8% | +12.2% |
| 3M | -36.9% | -6.2% | -30.7% | -36.4% |
| 6M | +56.5% | -14.0% | +70.5% | +60.1% |
| YTD | +10.4% | -5.1% | +15.6% | +10.8% |
| 1Y | +3.1% | -9.6% | +12.6% | +4.1% |
| 3Y | -2.6% | -47.2% | +44.6% | +2.2% |
| 5Y | +25.2% | -33.6% | +58.8% | +33.4% |
| All | +23.8% | -37.4% | +61.2% | +33.1% |
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