+94.4%
RF vs BTDR
+23.8%
+70.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.3% |
| 7D | +1.3% | +20.0% | -18.6% | +0.4% |
| 30D | -3.6% | +11.9% | -15.5% | -4.4% |
| 3M | +8.1% | -36.9% | +45.0% | +9.8% |
| 6M | +11.5% | +56.5% | -45.0% | +7.1% |
| YTD | +15.6% | +10.4% | +5.1% | +12.6% |
| 1Y | +15.7% | +3.1% | +12.6% | +11.6% |
| 3Y | +86.9% | -2.6% | +89.5% | +66.9% |
| 5Y | +89.8% | +25.2% | +64.6% | +69.6% |
| All | +94.4% | +23.8% | +70.6% | +72.7% |
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