-5.7%
C vs BTDR
-53.6%
+47.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.3% | -12.8% | -0.6% |
| 7D | -2.4% | -10.4% | +8.0% | -1.8% |
| 30D | -6.0% | -42.2% | +36.2% | -2.5% |
| 3M | -10.5% | -42.8% | +32.3% | -7.8% |
| 6M | -5.7% | -60.2% | +54.5% | -1.2% |
| All | -5.7% | -53.6% | +47.9% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling