+9.3%
W vs BTDR
-13.8%
+23.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.5% |
| 7D | -0.9% | -3.4% | +2.5% | -0.3% |
| 30D | -4.2% | +32.6% | -36.8% | -9.5% |
| 3M | +26.9% | -32.2% | +59.1% | +33.4% |
| 6M | +31.2% | +52.4% | -21.1% | +18.5% |
| YTD | -1.8% | +6.7% | -8.5% | -7.3% |
| 1Y | +9.3% | -15.2% | +24.6% | +10.1% |
| All | +9.3% | -13.8% | +23.1% | +10.1% |
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 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