+114.5%
BTI vs DRI
+68.4%
+46.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.2% |
| 7D | -2.4% | -4.8% | +2.4% | -1.7% |
| 30D | -4.8% | -3.9% | -0.8% | -4.3% |
| 3M | -8.1% | +5.1% | -13.2% | -9.0% |
| 6M | -4.2% | +5.5% | -9.7% | -5.2% |
| YTD | -1.3% | +16.5% | -17.8% | -4.0% |
| 1Y | +2.1% | +2.0% | +0.1% | +1.3% |
| 3Y | +108.9% | +54.5% | +54.4% | +90.2% |
| 5Y | +114.5% | +66.6% | +47.9% | +87.9% |
| All | +114.5% | +68.4% | +46.1% | +87.9% |
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