+12.6%
LOW vs BTDR
+15.3%
-2.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.8% |
| 7D | -2.6% | -3.2% | +0.6% | -2.5% |
| 30D | -11.1% | +32.7% | -43.8% | -12.0% |
| 3M | -8.5% | -28.4% | +19.9% | -7.9% |
| 6M | -20.8% | +51.7% | -72.6% | -22.5% |
| YTD | -17.2% | +2.9% | -20.1% | -18.3% |
| 1Y | -24.7% | -15.5% | -9.3% | -25.8% |
| 3Y | -9.7% | 0.0% | -9.7% | -16.7% |
| 5Y | +6.0% | +16.5% | -10.5% | -5.0% |
| All | +12.6% | +15.3% | -2.7% | +0.6% |
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