+16.1%
JPM vs BTDR
-69.9%
+85.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +4.4% |
| 7D | +3.8% | -17.6% | +21.3% | +4.5% |
| 30D | +6.5% | -40.3% | +46.7% | +8.7% |
| 3M | -1.0% | -42.6% | +41.6% | +0.9% |
| 6M | +15.5% | -46.3% | +61.8% | +16.3% |
| YTD | +11.4% | -41.7% | +53.1% | +10.6% |
| 1Y | +16.1% | -69.4% | +85.5% | +19.4% |
| All | +16.1% | -69.9% | +85.9% | +19.4% |
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