+92.5%
USB vs BTDR
+30.5%
+62.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -18.7% | +16.6% | -1.1% |
| 7D | -1.5% | -29.9% | +28.5% | +0.3% |
| 30D | +4.3% | -51.3% | +55.6% | +8.1% |
| 3M | -6.1% | -52.0% | +45.9% | -3.0% |
| 6M | +9.4% | -57.5% | +66.9% | +12.4% |
| YTD | +15.2% | -52.6% | +67.8% | +16.4% |
| 1Y | +32.8% | -76.0% | +108.7% | +39.4% |
| All | +92.5% | +30.5% | +62.0% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling