+25.7%
C vs BTDR
-48.4%
+74.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.6% | +0.8% |
| 7D | +4.2% | -6.9% | +11.1% | +4.7% |
| 30D | +2.0% | -31.5% | +33.5% | +5.0% |
| 3M | -10.1% | -36.1% | +26.0% | -7.7% |
| 6M | +1.0% | -57.6% | +58.6% | +5.9% |
| YTD | +8.5% | -50.0% | +58.5% | +10.0% |
| 1Y | +25.7% | -49.6% | +75.3% | +27.2% |
| All | +25.7% | -48.4% | +74.2% | +27.2% |
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