+86.5%
BTDR vs DRI
+68.4%
+18.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.5% | +9.6% |
| 7D | +7.7% | -0.7% | +8.4% | +8.1% |
| 30D | -24.1% | +14.7% | -38.8% | -29.1% |
| 3M | -19.1% | +5.4% | -24.5% | -21.5% |
| 6M | -46.6% | +18.8% | -65.5% | -52.3% |
| YTD | -37.3% | +28.4% | -65.7% | -46.8% |
| 1Y | -53.2% | +37.7% | -90.9% | -62.3% |
| All | +86.5% | +68.4% | +18.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling