+18.4%
U vs BTDR
-69.9%
+88.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.6% | +10.5% | +5.8% |
| 7D | +7.5% | -17.6% | +25.0% | +10.7% |
| 30D | -7.0% | -40.3% | +33.2% | +0.7% |
| 3M | +20.6% | -42.6% | +63.2% | +29.6% |
| 6M | +53.2% | -46.3% | +99.5% | +62.5% |
| YTD | -3.9% | -41.7% | +37.9% | -2.1% |
| 1Y | +18.4% | -69.4% | +87.8% | +35.7% |
| All | +18.4% | -69.9% | +88.3% | +35.7% |
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