+4,081.1%
BTI vs DRI
+7,577.7%
-3,496.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -6.6% | +3.8% | -10.5% | -7.3% |
| 3M | -3.0% | +13.0% | -16.0% | -4.9% |
| 6M | -6.7% | +8.3% | -15.0% | -8.0% |
| YTD | +0.6% | +20.6% | -20.1% | -2.7% |
| 1Y | +5.6% | +6.5% | -0.9% | +4.0% |
| 3Y | +110.3% | +53.7% | +56.6% | +93.8% |
| 5Y | +114.3% | +72.7% | +41.6% | +91.8% |
| 10Y | +67.7% | +363.2% | -295.5% | +21.7% |
| All | +4,081.1% | +7,577.7% | -3,496.6% | +1,911.9% |
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 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