-36.5%
DOW vs BTDR
+26.7%
-63.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.4% |
| 7D | -2.9% | +22.4% | -25.3% | -3.6% |
| 30D | +2.0% | +16.5% | -14.5% | +1.2% |
| 3M | -12.5% | -31.5% | +18.9% | -11.7% |
| 6M | -9.2% | +74.0% | -83.2% | -12.7% |
| YTD | +30.8% | +13.0% | +17.8% | +28.1% |
| 1Y | +29.4% | -0.2% | +29.6% | +26.5% |
| 3Y | -34.6% | +9.9% | -44.4% | -38.6% |
| 5Y | -35.9% | +28.1% | -64.1% | -40.1% |
| All | -36.5% | +26.7% | -63.2% | -41.1% |
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