+184.3%
SE vs BTDR
+7.6%
+176.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.9% |
| 7D | -3.6% | +14.8% | -18.4% | -4.3% |
| 30D | -5.3% | +41.8% | -47.1% | -7.1% |
| 3M | +28.1% | -29.2% | +57.3% | +29.5% |
| 6M | +20.7% | +66.2% | -45.5% | +16.7% |
| YTD | -14.8% | +10.0% | -24.8% | -16.5% |
| 1Y | -43.6% | -11.0% | -32.6% | -44.7% |
| All | +184.3% | +7.6% | +176.7% | +214.3% |
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 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