-29.7%
BTDR vs URA
+37.5%
-67.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.2% | +8.7% |
| 7D | +7.7% | +2.9% | +4.8% | +6.8% |
| 30D | -24.1% | -10.8% | -13.3% | -16.9% |
| 3M | -19.1% | -25.5% | +6.4% | -1.0% |
| 6M | -46.6% | -41.2% | -5.4% | -24.9% |
| YTD | -37.3% | -21.3% | -16.0% | -22.7% |
| 1Y | -53.2% | -25.7% | -27.5% | -40.3% |
| 3Y | +77.1% | +43.1% | +34.0% | +79.2% |
| 5Y | -29.7% | +35.6% | -65.3% | -30.2% |
| All | -29.7% | +37.5% | -67.2% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling