-69.4%
BTDR vs UMAC
+2.9%
-72.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -10.9% | +5.2% | -1.7% |
| 7D | -17.6% | -26.0% | +8.5% | -7.9% |
| 30D | -40.3% | -40.3% | +0.1% | -28.0% |
| 3M | -42.6% | -51.1% | +8.5% | -28.7% |
| 6M | -46.3% | -5.6% | -40.7% | -50.7% |
| YTD | -41.7% | +2.3% | -44.0% | -54.2% |
| 1Y | -69.4% | +7.9% | -77.3% | -77.3% |
| All | -69.4% | +2.9% | -72.3% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling