-92.2%
OPEN vs BTDR
-44.0%
-48.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.6% | +5.0% | -2.1% |
| 7D | -15.0% | -6.9% | -8.1% | -13.9% |
| 30D | -40.2% | -31.5% | -8.7% | -37.0% |
| 3M | -67.4% | -36.1% | -31.3% | -65.4% |
| 6M | -74.0% | -57.6% | -16.4% | -70.9% |
| YTD | -79.6% | -50.0% | -29.5% | -78.2% |
| 1Y | -86.1% | -49.6% | -36.5% | -85.2% |
| 3Y | -41.4% | +48.5% | -89.9% | -53.4% |
| 5Y | -94.9% | -43.8% | -51.0% | -96.6% |
| All | -92.2% | -44.0% | -48.2% | -94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling