+96.4%
U vs BTDR
-55.8%
+152.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.6% | +13.9% | +6.0% |
| 7D | +2.6% | -6.9% | +9.5% | +2.8% |
| 30D | +27.6% | -31.5% | +59.1% | +32.1% |
| 3M | +15.3% | -36.1% | +51.4% | +19.4% |
| 6M | +96.4% | -57.6% | +154.0% | +112.1% |
| All | +96.4% | -55.8% | +152.2% | +112.1% |
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