+56.2%
RIG vs BTDR
+20.7%
+35.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.5% | -1.9% |
| 7D | -3.1% | -3.4% | +0.3% | -2.9% |
| 30D | -0.5% | +32.6% | -33.1% | -2.3% |
| 3M | -6.0% | -32.2% | +26.3% | -4.7% |
| 6M | -10.1% | +52.4% | -62.5% | -14.7% |
| YTD | +37.3% | +6.7% | +30.6% | +33.0% |
| 1Y | +73.9% | -15.2% | +89.2% | +69.4% |
| 3Y | -30.2% | +14.9% | -45.1% | -36.1% |
| All | +56.2% | +20.7% | +35.5% | +48.3% |
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