+4.4%
GOOGL vs BTDR
-69.9%
+74.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.6% | +8.8% | +3.5% |
| 7D | -11.1% | -17.6% | +6.5% | -10.0% |
| 30D | -16.6% | -40.3% | +23.6% | -14.1% |
| 3M | -23.4% | -42.6% | +19.2% | -21.2% |
| 6M | -24.5% | -46.3% | +21.8% | -23.1% |
| YTD | -7.5% | -41.7% | +34.2% | -8.0% |
| 1Y | +4.4% | -69.4% | +73.8% | +7.8% |
| All | +4.4% | -69.9% | +74.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling