+78.3%
SO vs BTDR
-35.9%
+114.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | 0.0% |
| 7D | -0.1% | -7.4% | +7.3% | -0.2% |
| 30D | +8.7% | -33.4% | +42.1% | +8.3% |
| 3M | +3.4% | -26.3% | +29.7% | +3.2% |
| 6M | +3.7% | -52.4% | +56.1% | +3.2% |
| YTD | +10.0% | -42.8% | +52.9% | +9.8% |
| 1Y | +6.6% | -63.7% | +70.3% | +6.1% |
| 3Y | +52.5% | +61.5% | -9.0% | +51.0% |
| All | +78.3% | -35.9% | +114.2% | +80.8% |
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