+17.1%
O vs BTDR
+23.8%
-6.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.8% |
| 7D | -0.7% | +20.0% | -20.7% | -0.9% |
| 30D | -1.9% | +11.9% | -13.8% | -2.1% |
| 3M | +3.8% | -36.9% | +40.8% | +4.3% |
| 6M | -4.7% | +56.5% | -61.3% | -5.8% |
| YTD | +12.5% | +10.4% | +2.0% | +11.7% |
| 1Y | +10.8% | +3.1% | +7.8% | +9.9% |
| 3Y | +28.8% | -2.6% | +31.4% | +23.8% |
| 5Y | +13.2% | +25.2% | -12.0% | +9.6% |
| All | +17.1% | +23.8% | -6.7% | +13.4% |
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 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