+24.7%
BTDR vs DRI
+68.4%
-43.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.2% |
| 7D | +14.8% | -4.8% | +19.6% | +16.3% |
| 30D | +41.8% | -3.9% | +45.7% | +43.1% |
| 3M | -29.2% | +5.1% | -34.3% | -30.8% |
| 6M | +66.2% | +5.5% | +60.7% | +61.6% |
| YTD | +10.0% | +16.5% | -6.5% | +3.7% |
| 1Y | -11.0% | +2.0% | -13.0% | -12.8% |
| 3Y | +6.9% | +54.5% | -47.6% | -2.3% |
| 5Y | +24.7% | +66.6% | -41.9% | +13.5% |
| All | +24.7% | +68.4% | -43.7% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling