-63.8%
W vs BTDR
+23.8%
-87.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +1.9% |
| 7D | -4.2% | +20.0% | -24.1% | -6.9% |
| 30D | -7.6% | +11.9% | -19.5% | -9.9% |
| 3M | +37.2% | -36.9% | +74.1% | +44.3% |
| 6M | +26.3% | +56.5% | -30.2% | +14.4% |
| YTD | -1.0% | +10.4% | -11.4% | -6.3% |
| 1Y | +20.1% | +3.1% | +17.0% | +11.0% |
| 3Y | +37.8% | -2.6% | +40.4% | +7.5% |
| 5Y | -63.7% | +25.2% | -88.8% | -74.4% |
| All | -63.8% | +23.8% | -87.6% | -74.2% |
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