+87.0%
U vs BTDR
-53.0%
+140.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -12.8% | +13.9% | +2.2% |
| 7D | +2.8% | +15.4% | -12.6% | +1.1% |
| 30D | +7.6% | -33.4% | +41.1% | +12.6% |
| 3M | +12.7% | -32.0% | +44.7% | +16.4% |
| 6M | +87.0% | -52.2% | +139.2% | +98.4% |
| All | +87.0% | -53.0% | +140.0% | +98.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling