+66.8%
BTDR vs DRI
+10.7%
+56.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.5% | +3.8% |
| 7D | +20.0% | +0.6% | +19.4% | +20.2% |
| 30D | +11.9% | +3.8% | +8.1% | +13.6% |
| 3M | -36.9% | +13.0% | -49.9% | -35.8% |
| All | +66.8% | +10.7% | +56.2% | +68.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling