+15.3%
BTDR vs URA
+183.8%
-168.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -4.3% |
| 7D | -3.2% | -1.5% | -1.7% | -2.3% |
| 30D | +32.7% | -0.4% | +33.1% | +33.7% |
| 3M | -28.4% | +6.3% | -34.6% | -29.2% |
| 6M | +51.7% | -14.0% | +65.7% | +67.5% |
| YTD | +2.9% | +5.3% | -2.5% | +4.7% |
| 1Y | -15.5% | +11.7% | -27.1% | -15.1% |
| 3Y | 0.0% | +109.8% | -109.8% | -14.2% |
| 5Y | +16.5% | +108.0% | -91.5% | -1.0% |
| All | +15.3% | +183.8% | -168.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded URA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling