+59.0%
SO vs BTDR
+28.1%
+30.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +1.0% |
| 7D | +1.0% | +22.4% | -21.4% | +1.3% |
| 30D | -3.2% | +16.5% | -19.7% | -3.0% |
| 3M | -1.7% | -31.5% | +29.8% | -1.8% |
| 6M | -7.2% | +74.0% | -81.2% | -6.6% |
| YTD | +4.6% | +13.0% | -8.5% | +5.0% |
| 1Y | +1.2% | -0.2% | +1.4% | +1.7% |
| 3Y | +45.3% | +9.9% | +35.4% | +45.0% |
| All | +59.0% | +28.1% | +30.9% | +62.4% |
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