+9.9%
BTDR vs URA
+121.0%
-111.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | -0.5% |
| 7D | +22.4% | +8.1% | +14.3% | +14.4% |
| 30D | +16.5% | +5.8% | +10.7% | +11.5% |
| 3M | -31.5% | +3.4% | -34.9% | -32.0% |
| 6M | +74.0% | -2.6% | +76.7% | +82.8% |
| YTD | +13.0% | +11.2% | +1.9% | +5.7% |
| 1Y | -0.2% | +19.8% | -20.1% | -12.5% |
| 3Y | +9.9% | +121.5% | -111.6% | -39.2% |
| All | +9.9% | +121.0% | -111.1% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling