-69.4%
BTDR vs DRI
+34.0%
-103.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.1% | -10.8% | -6.0% |
| 7D | -17.6% | +6.5% | -24.0% | -18.1% |
| 30D | -40.3% | +16.4% | -56.7% | -41.6% |
| 3M | -42.6% | +13.6% | -56.3% | -43.9% |
| 6M | -46.3% | +22.0% | -68.3% | -49.7% |
| YTD | -41.7% | +29.3% | -71.0% | -48.2% |
| 1Y | -69.4% | +32.0% | -101.4% | -73.8% |
| All | -69.4% | +34.0% | -103.4% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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