-1.4%
LOW vs BTDR
-69.9%
+68.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.6% | +13.1% | +7.5% |
| 7D | +15.6% | -17.6% | +33.2% | +16.0% |
| 30D | +28.6% | -40.3% | +68.9% | +29.9% |
| 3M | +5.8% | -42.6% | +48.5% | +6.9% |
| 6M | +3.8% | -46.3% | +50.1% | +4.3% |
| YTD | -2.8% | -41.7% | +39.0% | -3.3% |
| 1Y | -1.4% | -69.4% | +68.0% | -1.0% |
| All | -1.4% | -69.9% | +68.5% | -1.0% |
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