-16.8%
IR vs BTDR
+56.7%
-73.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +1.0% |
| 7D | -2.8% | +20.0% | -22.8% | -4.2% |
| 30D | -15.1% | +11.9% | -27.1% | -16.2% |
| 3M | +6.1% | -36.9% | +43.0% | +11.7% |
| 6M | -16.8% | +56.5% | -73.3% | -31.7% |
| All | -16.8% | +56.7% | -73.5% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling