+152.1%
BTSG vs DRI
+6.9%
+145.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | -3.6% | +3.8% | -7.5% | -4.2% |
| 3M | +5.8% | +13.0% | -7.2% | +3.5% |
| 6M | +44.7% | +8.3% | +36.4% | +42.2% |
| YTD | +62.2% | +20.6% | +41.5% | +55.0% |
| 1Y | +152.1% | +6.5% | +145.6% | +145.3% |
| All | +152.1% | +6.9% | +145.1% | +145.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling