-34.4%
DOW vs BTDR
+0.6%
-35.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.1% |
| 7D | -2.4% | -3.2% | +0.8% | -2.3% |
| 30D | -4.1% | +32.7% | -36.8% | -5.3% |
| 3M | -12.4% | -28.4% | +16.0% | -11.7% |
| 6M | -10.6% | +51.7% | -62.3% | -14.4% |
| YTD | +31.1% | +2.9% | +28.2% | +28.2% |
| 1Y | +30.5% | -15.5% | +46.0% | +27.8% |
| All | -34.4% | +0.6% | -35.0% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling