+143.1%
GOOG vs BTDR
+23.3%
+119.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -2.0% |
| 7D | -1.6% | +14.8% | -16.4% | -2.2% |
| 30D | -7.7% | +41.8% | -49.5% | -9.3% |
| 3M | -9.3% | -29.2% | +19.9% | -8.4% |
| 6M | +7.4% | +66.2% | -58.7% | +3.8% |
| YTD | +4.9% | +10.0% | -5.1% | +2.7% |
| 1Y | +37.2% | -11.0% | +48.2% | +34.5% |
| 3Y | +141.6% | +6.9% | +134.7% | +133.7% |
| 5Y | +128.8% | +24.7% | +104.1% | +117.4% |
| All | +143.1% | +23.3% | +119.8% | +131.0% |
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 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