-44.0%
BTDR vs DRI
+82.2%
-126.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.4% | -9.0% | -8.7% |
| 7D | -6.9% | +1.1% | -8.0% | -7.1% |
| 30D | -31.5% | +9.7% | -41.2% | -33.3% |
| 3M | -36.1% | +3.2% | -39.3% | -36.8% |
| 6M | -57.6% | +20.6% | -78.2% | -60.4% |
| YTD | -50.0% | +28.3% | -78.3% | -54.1% |
| 1Y | -49.6% | +34.5% | -84.1% | -54.5% |
| 3Y | +48.5% | +66.5% | -18.0% | +32.5% |
| 5Y | -43.8% | +79.6% | -123.5% | -50.1% |
| All | -44.0% | +82.2% | -126.2% | -50.2% |
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