+9.7%
O vs BTDR
-48.4%
+58.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.6% | +7.9% | -0.9% |
| 7D | -0.4% | -6.9% | +6.5% | -0.5% |
| 30D | +7.1% | -31.5% | +38.7% | +6.5% |
| 3M | -5.2% | -36.1% | +30.8% | -5.7% |
| 6M | -1.8% | -57.6% | +55.9% | -3.3% |
| YTD | +9.1% | -50.0% | +59.1% | +7.6% |
| 1Y | +9.7% | -49.6% | +59.3% | +8.6% |
| All | +9.7% | -48.4% | +58.1% | +8.6% |
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 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