+151.0%
GOOGL vs BTDR
+26.7%
+124.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.1% |
| 7D | +1.1% | +22.4% | -21.4% | +0.1% |
| 30D | -4.4% | +16.5% | -20.9% | -5.3% |
| 3M | -6.8% | -31.5% | +24.7% | -5.8% |
| 6M | +13.6% | +74.0% | -60.5% | +9.5% |
| YTD | +8.3% | +13.0% | -4.7% | +5.9% |
| 1Y | +44.9% | -0.2% | +45.2% | +41.3% |
| 3Y | +150.5% | +9.9% | +140.6% | +141.7% |
| 5Y | +137.7% | +28.1% | +109.6% | +125.7% |
| All | +151.0% | +26.7% | +124.3% | +138.3% |
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