+42.1%
RF vs BTDR
-39.7%
+81.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.3% | -13.6% | -1.0% |
| 7D | -0.9% | -10.4% | +9.4% | -0.6% |
| 30D | +6.0% | -42.2% | +48.2% | +8.5% |
| 3M | -8.9% | -42.8% | +33.9% | -7.1% |
| 6M | +2.3% | -60.2% | +62.5% | +5.4% |
| YTD | +7.6% | -46.3% | +53.9% | +8.0% |
| 1Y | +21.2% | -71.7% | +92.8% | +25.3% |
| 3Y | +108.5% | +54.6% | +53.9% | +92.3% |
| All | +42.1% | -39.7% | +81.8% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling