+61.8%
IR vs BTDR
+23.8%
+38.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +1.1% |
| 7D | -2.8% | +20.0% | -22.8% | -3.7% |
| 30D | -15.1% | +11.9% | -27.1% | -15.8% |
| 3M | +6.1% | -36.9% | +43.0% | +7.7% |
| 6M | -16.8% | +56.5% | -73.3% | -19.7% |
| YTD | -3.5% | +10.4% | -14.0% | -5.7% |
| 1Y | -3.5% | +3.1% | -6.6% | -6.5% |
| 3Y | +9.5% | -2.6% | +12.1% | +2.5% |
| 5Y | +45.1% | +25.2% | +19.9% | +34.6% |
| All | +61.8% | +23.8% | +38.0% | +48.9% |
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