-79.3%
OPEN vs BTDR
+23.8%
-103.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.1% |
| 7D | -4.3% | +20.0% | -24.2% | -7.4% |
| 30D | -16.2% | +11.9% | -28.2% | -18.6% |
| 3M | -36.4% | -36.9% | +0.6% | -32.4% |
| 6M | -35.5% | +56.5% | -92.0% | -41.9% |
| YTD | -46.0% | +10.4% | -56.4% | -49.1% |
| 1Y | -47.1% | +3.1% | -50.2% | -51.6% |
| 3Y | -19.0% | -2.6% | -16.4% | -40.1% |
| 5Y | -83.6% | +25.2% | -108.8% | -90.5% |
| All | -79.3% | +23.8% | -103.1% | -87.9% |
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