+63.6%
SLB vs BTDR
-4.8%
+68.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | 0.0% |
| 7D | +0.8% | +20.0% | -19.1% | +0.2% |
| 30D | +15.8% | +11.9% | +3.9% | +15.1% |
| 3M | -0.3% | -36.9% | +36.6% | +1.7% |
| 6M | +21.3% | +56.5% | -35.2% | +16.7% |
| YTD | +52.3% | +10.4% | +41.9% | +48.7% |
| 1Y | +63.6% | +3.1% | +60.5% | +63.0% |
| All | +63.6% | -4.8% | +68.4% | +63.0% |
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