+110.1%
C vs BTDR
-39.9%
+149.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.3% | -12.8% | -0.2% |
| 7D | -2.4% | -10.4% | +8.0% | -2.0% |
| 30D | -6.0% | -42.2% | +36.2% | -3.4% |
| 3M | -10.5% | -42.8% | +32.3% | -8.5% |
| 6M | -5.7% | -60.2% | +54.5% | -2.3% |
| YTD | +4.1% | -46.3% | +50.5% | +5.4% |
| 1Y | +20.5% | -71.7% | +92.1% | +25.1% |
| 3Y | +208.1% | +54.6% | +153.5% | +198.9% |
| 5Y | +110.4% | -39.5% | +150.0% | +95.4% |
| All | +110.1% | -39.9% | +149.9% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling