-34.7%
ROL vs BTDR
-69.9%
+35.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.6% | +8.4% | +2.7% |
| 7D | +14.6% | -17.6% | +32.1% | +14.2% |
| 30D | +29.3% | -40.3% | +69.5% | +28.4% |
| 3M | +2.0% | -42.6% | +44.6% | +1.4% |
| 6M | -28.5% | -46.3% | +17.8% | -29.4% |
| YTD | -35.3% | -41.7% | +6.4% | -35.8% |
| 1Y | -34.7% | -69.4% | +34.7% | -34.3% |
| All | -34.7% | -69.9% | +35.2% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling