+23.3%
BTDR vs URA
+195.5%
-172.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.0% |
| 7D | +14.8% | +5.7% | +9.1% | +11.6% |
| 30D | +41.8% | +5.6% | +36.2% | +38.4% |
| 3M | -29.2% | +6.2% | -35.4% | -30.1% |
| 6M | +66.2% | -8.2% | +74.4% | +77.6% |
| YTD | +10.0% | +9.7% | +0.3% | +9.5% |
| 1Y | -11.0% | +17.0% | -28.0% | -12.8% |
| 3Y | +6.9% | +118.5% | -111.5% | -10.3% |
| 5Y | +24.7% | +134.3% | -109.7% | +3.6% |
| All | +23.3% | +195.5% | -172.2% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling