+9.1%
IR vs BTDR
-69.9%
+79.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | -0.1% |
| 7D | +11.6% | -17.6% | +29.1% | +12.8% |
| 30D | +7.2% | -40.3% | +47.4% | +10.4% |
| 3M | -5.9% | -42.6% | +36.7% | -3.3% |
| 6M | +11.5% | -46.3% | +57.8% | +13.0% |
| YTD | +6.3% | -41.7% | +48.1% | +5.3% |
| 1Y | +9.1% | -69.4% | +78.5% | +11.3% |
| All | +9.1% | -69.9% | +79.0% | +11.3% |
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 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