+30.3%
O vs BTDR
+8.5%
+21.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.4% |
| 7D | -0.6% | +22.4% | -23.0% | -0.8% |
| 30D | -2.0% | +16.5% | -18.4% | -2.2% |
| 3M | +3.0% | -31.5% | +34.5% | +3.4% |
| 6M | -3.6% | +74.0% | -77.7% | -5.0% |
| YTD | +12.1% | +13.0% | -1.0% | +11.1% |
| 1Y | +8.9% | -0.2% | +9.1% | +7.9% |
| 3Y | +30.3% | +9.9% | +20.4% | +18.5% |
| All | +30.3% | +8.5% | +21.9% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling