+23.8%
BTDR vs DRI
+71.4%
-47.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.5% | +4.1% |
| 7D | +20.0% | +0.6% | +19.4% | +19.7% |
| 30D | +11.9% | +3.8% | +8.1% | +10.4% |
| 3M | -36.9% | +13.0% | -49.9% | -39.8% |
| 6M | +56.5% | +8.3% | +48.2% | +51.4% |
| YTD | +10.4% | +20.6% | -10.2% | +3.3% |
| 1Y | +3.1% | +6.5% | -3.4% | -0.1% |
| 3Y | -2.6% | +53.7% | -56.3% | -11.5% |
| 5Y | +25.2% | +72.7% | -47.5% | +13.3% |
| All | +23.8% | +71.4% | -47.6% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling