-61.7%
U vs BTDR
+23.8%
-85.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.5% |
| 7D | -3.8% | +20.0% | -23.8% | -6.2% |
| 30D | +17.5% | +11.9% | +5.5% | +14.7% |
| 3M | +38.7% | -36.9% | +75.7% | +44.7% |
| 6M | +104.4% | +56.5% | +47.9% | +86.3% |
| YTD | -5.7% | +10.4% | -16.1% | -10.6% |
| 1Y | +3.7% | +3.1% | +0.6% | -3.1% |
| 3Y | +12.3% | -2.6% | +14.9% | -8.0% |
| 5Y | -68.8% | +25.2% | -94.0% | -76.6% |
| All | -61.7% | +23.8% | -85.5% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling