+1.3%
U vs BTDR
-13.8%
+15.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.8% | +3.9% |
| 7D | +5.5% | -3.4% | +8.9% | +6.1% |
| 30D | -1.3% | +32.6% | -33.9% | -6.0% |
| 3M | +64.6% | -32.2% | +96.8% | +72.3% |
| 6M | +119.4% | +52.4% | +67.0% | +96.8% |
| YTD | -0.5% | +6.7% | -7.2% | -6.1% |
| 1Y | +1.3% | -15.2% | +16.5% | -2.7% |
| All | +1.3% | -13.8% | +15.1% | -2.7% |
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