+46.3%
XLE vs BTDR
-43.6%
+89.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.8% | +14.3% | +1.1% |
| 7D | +4.4% | +15.4% | -11.1% | +4.9% |
| 30D | -4.3% | -33.4% | +29.2% | -5.6% |
| 3M | +6.0% | -32.0% | +38.1% | +4.9% |
| 6M | +13.2% | -52.2% | +65.4% | +11.3% |
| YTD | +46.7% | -45.3% | +92.1% | +45.0% |
| All | +46.3% | -43.6% | +89.8% | +44.9% |
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 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