+115.1%
INTC vs BTDR
+26.7%
+88.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.3% | +6.7% | +8.8% |
| 7D | +17.4% | +22.4% | -5.0% | +15.0% |
| 30D | +2.8% | +16.5% | -13.7% | +0.8% |
| 3M | -5.3% | -31.5% | +26.2% | -2.9% |
| 6M | +140.6% | +74.0% | +66.6% | +127.6% |
| YTD | +183.1% | +13.0% | +170.1% | +174.8% |
| 1Y | +326.8% | -0.2% | +327.0% | +313.5% |
| 3Y | +179.4% | +9.9% | +169.6% | +148.9% |
| 5Y | +111.7% | +28.1% | +83.6% | +83.8% |
| All | +115.1% | +26.7% | +88.4% | +85.8% |
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 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