+44.9%
C vs BTDR
-4.8%
+49.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.6% |
| 7D | +3.6% | +20.0% | -16.3% | +2.0% |
| 30D | +0.1% | +11.9% | -11.9% | -1.3% |
| 3M | +2.4% | -36.9% | +39.4% | +4.8% |
| 6M | +24.9% | +56.5% | -31.6% | +17.2% |
| YTD | +19.8% | +10.4% | +9.4% | +15.0% |
| 1Y | +44.9% | +3.1% | +41.8% | +39.6% |
| All | +44.9% | -4.8% | +49.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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