+88.3%
RF vs BTDR
-2.0%
+90.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.3% |
| 7D | +1.3% | +20.0% | -18.6% | +0.1% |
| 30D | -3.6% | +11.9% | -15.5% | -4.6% |
| 3M | +8.1% | -36.9% | +45.0% | +10.2% |
| 6M | +11.5% | +56.5% | -45.0% | +5.9% |
| YTD | +15.6% | +10.4% | +5.1% | +11.8% |
| 1Y | +15.7% | +3.1% | +12.6% | +10.3% |
| All | +88.3% | -2.0% | +90.3% | +59.2% |
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