+141.7%
C vs BTDR
+23.8%
+117.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.5% |
| 7D | +3.6% | +20.0% | -16.3% | +2.5% |
| 30D | +0.1% | +11.9% | -11.9% | -0.9% |
| 3M | +2.4% | -36.9% | +39.4% | +4.1% |
| 6M | +24.9% | +56.5% | -31.6% | +20.3% |
| YTD | +19.8% | +10.4% | +9.4% | +17.0% |
| 1Y | +44.9% | +3.1% | +41.8% | +40.6% |
| 3Y | +263.0% | -2.6% | +265.6% | +235.2% |
| 5Y | +129.5% | +25.2% | +104.3% | +106.2% |
| All | +141.7% | +23.8% | +117.9% | +116.2% |
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 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