-59.3%
SE vs BTDR
+23.8%
-83.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.0% |
| 7D | -6.1% | +20.0% | -26.1% | -6.8% |
| 30D | -2.5% | +11.9% | -14.4% | -3.1% |
| 3M | +21.7% | -36.9% | +58.7% | +23.2% |
| 6M | +27.0% | +56.5% | -29.5% | +24.1% |
| YTD | -12.1% | +10.4% | -22.6% | -13.5% |
| 1Y | -40.9% | +3.1% | -44.0% | -42.1% |
| 3Y | +191.0% | -2.6% | +193.6% | +196.0% |
| 5Y | -68.3% | +25.2% | -93.5% | -68.0% |
| All | -59.3% | +23.8% | -83.1% | -59.2% |
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