+58.7%
BTDR vs SUNB
+1.6%
+57.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.9% | -8.6% | -6.0% |
| 7D | +14.8% | +9.4% | +5.4% | +8.7% |
| 30D | +41.8% | -6.9% | +48.7% | +47.3% |
| 3M | -29.2% | -11.3% | -17.9% | -24.3% |
| 6M | +66.2% | -1.8% | +67.9% | +64.7% |
| All | +58.7% | +1.6% | +57.1% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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